-64.6%
STLA vs EPAM
-54.6%
-10.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.9% |
| 7D | +2.6% | +2.0% | +0.6% | +2.0% |
| 30D | -1.2% | +6.5% | -7.8% | -3.3% |
| 3M | -24.8% | +19.9% | -44.7% | -29.0% |
| 6M | -25.6% | -16.9% | -8.6% | -22.2% |
| YTD | -48.9% | -42.9% | -6.1% | -41.0% |
| 1Y | -38.8% | -30.4% | -8.4% | -34.6% |
| All | -64.6% | -54.6% | -10.0% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling