+15.4%
STLA vs EPAM
+170.1%
-154.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +1.0% |
| 7D | -4.5% | +13.4% | -17.9% | -9.1% |
| 30D | -3.9% | +47.1% | -51.0% | -15.9% |
| 3M | -20.2% | +71.2% | -91.4% | -33.3% |
| 6M | -42.2% | +48.9% | -91.1% | -50.4% |
| YTD | -59.3% | -22.2% | -37.1% | -58.0% |
| 1Y | -56.1% | -5.2% | -50.9% | -57.6% |
| 3Y | -73.7% | -34.9% | -38.7% | -72.5% |
| 5Y | -70.3% | -77.4% | +7.1% | -60.2% |
| All | +15.4% | +170.1% | -154.7% | -51.8% |
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