-73.6%
STLA vs EPAM
-31.1%
-42.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.1% | -9.7% |
| 7D | -5.5% | +23.0% | -28.5% | -11.1% |
| 30D | -3.7% | +51.6% | -55.3% | -14.6% |
| 3M | -21.1% | +50.8% | -72.0% | -30.2% |
| 6M | -38.3% | +51.1% | -89.5% | -45.7% |
| YTD | -59.2% | -19.1% | -40.1% | -57.5% |
| 1Y | -56.7% | +3.0% | -59.7% | -58.8% |
| All | -73.6% | -31.1% | -42.5% | -74.3% |
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 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