-52.6%
STLA vs EPAM
-15.2%
-37.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | -0.6% | +0.8% | -1.5% | -0.7% |
| 30D | +3.6% | +24.9% | -21.4% | +0.4% |
| 3M | -20.6% | +22.6% | -43.2% | -23.0% |
| 6M | -34.3% | +24.2% | -58.5% | -36.3% |
| YTD | -57.3% | -33.0% | -24.3% | -57.7% |
| 1Y | -52.6% | -13.3% | -39.3% | -60.5% |
| All | -52.6% | -15.2% | -37.4% | -60.5% |
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