-38.8%
STLA vs EPAM
-32.1%
-6.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.6% |
| 7D | +2.6% | +2.0% | +0.6% | +2.3% |
| 30D | -1.2% | +6.5% | -7.8% | -2.4% |
| 3M | -24.8% | +19.9% | -44.7% | -26.7% |
| 6M | -25.6% | -16.9% | -8.6% | -23.3% |
| YTD | -48.9% | -42.9% | -6.1% | -44.1% |
| 1Y | -38.8% | -30.4% | -8.4% | -41.1% |
| All | -38.8% | -32.1% | -6.6% | -41.1% |
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