+3,259.3%
SHOP vs EPAM
+65.3%
+3,194.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.8% |
| 7D | -5.1% | +2.0% | -7.1% | -6.2% |
| 30D | +0.6% | +6.5% | -5.9% | -4.3% |
| 3M | +25.0% | +19.9% | +5.1% | +9.8% |
| 6M | +11.9% | -16.9% | +28.8% | +20.3% |
| YTD | -9.9% | -42.9% | +33.0% | +17.3% |
| 1Y | 0.0% | -30.4% | +30.3% | +15.4% |
| 3Y | +117.5% | -54.7% | +172.2% | +202.2% |
| 5Y | -6.6% | -81.8% | +75.2% | +99.5% |
| All | +3,259.3% | +65.3% | +3,194.0% | +1,191.9% |
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