-64.0%
STLA vs EPAM
-8.3%
-55.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -13.8% | +2.4% | -16.2% | -14.0% |
| 30D | -10.5% | +42.3% | -52.9% | -14.5% |
| 3M | -28.9% | +60.7% | -89.5% | -32.7% |
| 6M | -49.7% | +80.5% | -130.2% | -52.4% |
| YTD | -64.9% | -20.4% | -44.6% | -66.3% |
| 1Y | -64.0% | -9.6% | -54.4% | -73.3% |
| All | -64.0% | -8.3% | -55.7% | -73.3% |
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 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