+186.4%
SHEL vs EPAM
+1,058.6%
-872.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.6% |
| 7D | -8.8% | +13.4% | -22.2% | -10.5% |
| 30D | +2.3% | +47.1% | -44.8% | -2.9% |
| 3M | +11.6% | +71.2% | -59.6% | +3.7% |
| 6M | +15.7% | +48.9% | -33.3% | +8.7% |
| YTD | +38.6% | -22.2% | +60.8% | +40.4% |
| 1Y | +38.5% | -5.2% | +43.6% | +36.6% |
| 3Y | +66.9% | -34.9% | +101.8% | +68.6% |
| 5Y | +160.6% | -77.4% | +238.0% | +192.1% |
| 10Y | +214.1% | +158.1% | +56.0% | +130.8% |
| All | +186.4% | +1,058.6% | -872.2% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling