+3,608.8%
SHOP vs EPAM
+170.1%
+3,438.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.4% | +5.6% |
| 7D | -5.4% | +13.4% | -18.8% | -13.6% |
| 30D | -10.3% | +47.1% | -57.4% | -29.3% |
| 3M | +1.0% | +71.2% | -70.2% | -27.4% |
| 6M | +41.2% | +48.9% | -7.7% | +6.5% |
| YTD | -7.5% | -22.2% | +14.8% | -1.5% |
| 1Y | -4.6% | -5.2% | +0.6% | -9.5% |
| 3Y | +146.4% | -34.9% | +181.4% | +170.1% |
| 5Y | -2.5% | -77.4% | +74.9% | +84.3% |
| All | +3,608.8% | +170.1% | +3,438.7% | +911.9% |
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