-70.1%
STLA vs EPAM
-77.4%
+7.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.7% |
| 7D | -4.5% | +13.4% | -17.9% | -8.2% |
| 30D | -3.9% | +47.1% | -51.0% | -13.8% |
| 3M | -20.2% | +71.2% | -91.4% | -31.0% |
| 6M | -42.2% | +48.9% | -91.1% | -48.9% |
| YTD | -59.3% | -22.2% | -37.1% | -58.1% |
| 1Y | -56.1% | -5.2% | -50.9% | -57.2% |
| 3Y | -73.7% | -34.9% | -38.7% | -72.7% |
| All | -70.1% | -77.4% | +7.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling