0.0%
SHOP vs EPAM
-32.1%
+32.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.3% |
| 7D | -5.1% | +2.0% | -7.1% | -5.8% |
| 30D | +0.6% | +6.5% | -5.9% | -2.6% |
| 3M | +25.0% | +19.9% | +5.1% | +13.6% |
| 6M | +11.9% | -16.9% | +28.8% | +18.6% |
| YTD | -9.9% | -42.9% | +33.0% | +9.8% |
| 1Y | 0.0% | -30.4% | +30.3% | +14.1% |
| All | 0.0% | -32.1% | +32.1% | +14.1% |
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 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