+19.8%
STLA vs EPAM
+163.7%
-143.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.3% |
| 7D | -6.4% | +9.1% | -15.4% | -9.8% |
| 30D | -1.3% | +38.5% | -39.8% | -12.0% |
| 3M | -19.9% | +61.0% | -80.9% | -31.8% |
| 6M | -42.9% | +58.0% | -100.9% | -52.0% |
| YTD | -59.4% | -23.5% | -36.0% | -57.9% |
| 1Y | -56.8% | -10.5% | -46.3% | -57.5% |
| 3Y | -73.1% | -33.8% | -39.2% | -72.0% |
| 5Y | -70.1% | -78.1% | +8.1% | -59.4% |
| 10Y | +19.8% | +157.7% | -137.9% | -49.5% |
| All | +19.8% | +163.7% | -143.9% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling