+8,355.9%
SHOP vs EPAM
+141.5%
+8,214.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +20.6% | -26.7% | -16.5% |
| 7D | -13.9% | +23.0% | -36.9% | -24.3% |
| 30D | -12.6% | +51.6% | -64.2% | -31.5% |
| 3M | -0.3% | +50.8% | -51.2% | -23.2% |
| 6M | +33.6% | +51.1% | -17.6% | +1.2% |
| YTD | -10.7% | -19.1% | +8.4% | -6.9% |
| 1Y | -11.8% | +3.0% | -14.7% | -19.7% |
| 3Y | +133.9% | -31.2% | +165.0% | +148.8% |
| 5Y | -5.9% | -76.5% | +70.6% | +65.5% |
| 10Y | +3,571.8% | +168.4% | +3,403.3% | +1,552.4% |
| All | +8,355.9% | +141.5% | +8,214.4% | +4,690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling