+213.9%
SHEL vs EPAM
+156.9%
+57.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -3.9% | +18.5% | -22.5% | -6.3% |
| 30D | -3.7% | +44.0% | -47.7% | -8.5% |
| 3M | +9.1% | +63.0% | -53.9% | +1.7% |
| 6M | +16.7% | +67.3% | -50.6% | +7.6% |
| YTD | +36.8% | -20.5% | +57.4% | +38.5% |
| 1Y | +31.8% | -9.6% | +41.4% | +30.9% |
| 3Y | +67.9% | -30.8% | +98.7% | +68.2% |
| 5Y | +163.3% | -75.6% | +239.0% | +204.3% |
| All | +213.9% | +156.9% | +57.0% | +106.5% |
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