-5.6%
SHOP vs EPAM
-81.9%
+76.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.5% |
| 7D | -5.1% | +2.0% | -7.1% | -6.0% |
| 30D | +0.6% | +6.5% | -5.9% | -3.4% |
| 3M | +25.0% | +19.9% | +5.1% | +12.4% |
| 6M | +11.9% | -16.9% | +28.8% | +19.1% |
| YTD | -9.9% | -42.9% | +33.0% | +12.5% |
| 1Y | 0.0% | -30.4% | +30.3% | +13.1% |
| 3Y | +117.5% | -54.7% | +172.2% | +187.1% |
| All | -5.6% | -81.9% | +76.3% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling