+37.9%
SHEL vs EPAM
-32.1%
+70.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | +8.7% | +18.4% | -9.7% | +8.3% |
| 3M | +11.0% | +19.2% | -8.3% | +10.3% |
| 6M | +14.6% | -21.0% | +35.5% | +13.7% |
| YTD | +33.3% | -43.7% | +77.0% | +31.0% |
| 1Y | +37.9% | -29.9% | +67.8% | +31.4% |
| All | +37.9% | -32.1% | +70.0% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling