+63.5%
SHAK vs EPAM
+244.3%
-180.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +3.0% | +18.5% | -15.5% | -3.2% |
| 30D | +8.2% | +44.0% | -35.8% | -4.4% |
| 3M | +4.6% | +63.0% | -58.4% | -11.4% |
| 6M | +16.3% | +67.3% | -50.9% | -3.5% |
| YTD | -7.6% | -20.5% | +13.0% | -4.7% |
| 1Y | -18.7% | -9.6% | -9.1% | -19.7% |
| 3Y | +36.4% | -30.8% | +67.2% | +40.1% |
| 5Y | -10.5% | -75.6% | +65.1% | +17.7% |
| 10Y | +99.0% | +159.6% | -60.6% | -2.3% |
| All | +63.5% | +244.3% | -180.8% | -18.2% |
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