+179.0%
SHEL vs EPAM
-81.9%
+260.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +0.8% |
| 7D | +2.2% | +2.0% | +0.3% | +2.1% |
| 30D | +6.8% | +6.5% | +0.3% | +6.3% |
| 3M | +8.1% | +19.9% | -11.8% | +6.5% |
| 6M | +14.4% | -16.9% | +31.3% | +15.3% |
| YTD | +30.0% | -42.9% | +72.8% | +33.7% |
| 1Y | +33.3% | -30.4% | +63.7% | +35.1% |
| 3Y | +66.4% | -54.7% | +121.2% | +71.0% |
| All | +179.0% | -81.9% | +260.9% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling