+51.2%
SHAK vs EPAM
+147.5%
-96.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.9% |
| 7D | -0.7% | +2.0% | -2.7% | -1.3% |
| 30D | -6.6% | +6.5% | -13.2% | -8.8% |
| 3M | +30.1% | +19.9% | +10.1% | +21.5% |
| 6M | -28.7% | -16.9% | -11.8% | -25.7% |
| YTD | -14.5% | -42.9% | +28.4% | -1.1% |
| 1Y | -31.9% | -30.4% | -1.5% | -26.3% |
| 3Y | -1.0% | -54.7% | +53.8% | +17.3% |
| 5Y | -18.7% | -81.8% | +63.1% | +17.3% |
| 10Y | +98.1% | +65.5% | +32.7% | +13.5% |
| All | +51.2% | +147.5% | -96.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling