+204.1%
SHEL vs EPAM
+163.7%
+40.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -5.8% | +9.1% | -14.8% | -7.1% |
| 30D | -1.3% | +38.5% | -39.8% | -5.8% |
| 3M | +12.7% | +61.0% | -48.2% | +5.3% |
| 6M | +19.9% | +58.0% | -38.2% | +11.4% |
| YTD | +38.3% | -23.5% | +61.7% | +40.7% |
| 1Y | +35.7% | -10.5% | +46.2% | +34.9% |
| 3Y | +71.7% | -33.8% | +105.5% | +73.1% |
| 5Y | +158.4% | -78.1% | +236.6% | +206.4% |
| 10Y | +204.1% | +157.7% | +46.3% | +106.1% |
| All | +204.1% | +163.7% | +40.4% | +106.1% |
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 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