+3,557.0%
SHOP vs EPAM
+168.6%
+3,388.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -6.0% |
| 7D | +2.8% | +18.8% | -16.0% | -8.6% |
| 30D | -14.2% | +44.9% | -59.1% | -31.8% |
| 3M | -5.5% | +68.6% | -74.1% | -31.6% |
| 6M | +32.8% | +65.4% | -32.6% | -5.5% |
| YTD | -8.9% | -19.9% | +11.0% | -4.7% |
| 1Y | -7.7% | -10.0% | +2.3% | -9.7% |
| 3Y | +139.0% | -30.3% | +169.3% | +151.4% |
| 5Y | -0.5% | -75.7% | +75.1% | +78.6% |
| 10Y | +3,557.0% | +167.2% | +3,389.8% | +884.7% |
| All | +3,557.0% | +168.6% | +3,388.4% | +884.7% |
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 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