+53.1%
STLA vs EPAM
+65.3%
-12.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +2.0% |
| 7D | +2.6% | +2.0% | +0.6% | +2.0% |
| 30D | -1.2% | +6.5% | -7.8% | -3.6% |
| 3M | -24.8% | +19.9% | -44.7% | -29.8% |
| 6M | -25.6% | -16.9% | -8.6% | -22.6% |
| YTD | -48.9% | -42.9% | -6.1% | -41.2% |
| 1Y | -38.8% | -30.4% | -8.4% | -34.2% |
| 3Y | -64.5% | -54.7% | -9.8% | -58.0% |
| 5Y | -62.4% | -81.8% | +19.4% | -46.4% |
| All | +53.1% | +65.3% | -12.2% | -25.5% |
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