-6.1%
SHOP vs EPAM
-10.0%
+4.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -2.5% | +18.5% | -21.0% | -7.6% |
| 30D | -16.7% | +44.0% | -60.8% | -26.4% |
| 3M | -2.2% | +63.0% | -65.2% | -17.8% |
| 6M | +45.6% | +67.3% | -21.7% | +17.9% |
| YTD | -7.3% | -20.5% | +13.3% | +0.4% |
| 1Y | -6.1% | -9.6% | +3.5% | -12.9% |
| All | -6.1% | -10.0% | +4.0% | -12.9% |
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 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