+2.5%
STLA vs EPAM
+158.4%
-155.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.3% |
| 7D | -13.1% | -1.1% | -11.9% | -12.9% |
| 30D | -13.3% | +41.8% | -55.1% | -23.2% |
| 3M | -27.9% | +63.4% | -91.2% | -38.8% |
| 6M | -47.8% | +72.2% | -120.0% | -57.3% |
| YTD | -64.6% | -20.0% | -44.5% | -63.8% |
| 1Y | -64.0% | -9.0% | -54.9% | -64.8% |
| 3Y | -76.8% | -30.4% | -46.4% | -76.3% |
| 5Y | -74.2% | -75.6% | +1.4% | -66.5% |
| All | +2.5% | +158.4% | -155.9% | -54.3% |
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 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