+197.0%
SHEL vs EPAM
+65.2%
+131.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +8.7% | +18.4% | -9.7% | +6.1% |
| 3M | +11.0% | +19.2% | -8.3% | +7.6% |
| 6M | +14.6% | -21.0% | +35.5% | +17.2% |
| YTD | +33.3% | -43.7% | +77.0% | +41.9% |
| 1Y | +37.9% | -29.9% | +67.8% | +41.7% |
| 3Y | +69.7% | -56.5% | +126.3% | +82.1% |
| 5Y | +190.2% | -81.7% | +271.8% | +244.3% |
| 10Y | +197.0% | +64.5% | +132.5% | +103.8% |
| All | +197.0% | +65.2% | +131.8% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling