-74.5%
STLA vs EPAM
-75.7%
+1.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -13.8% | +2.4% | -16.2% | -14.3% |
| 30D | -10.5% | +42.3% | -52.9% | -19.1% |
| 3M | -28.9% | +60.7% | -89.5% | -37.5% |
| 6M | -49.7% | +80.5% | -130.2% | -57.7% |
| YTD | -64.9% | -20.4% | -44.6% | -64.1% |
| 1Y | -64.0% | -9.6% | -54.4% | -64.5% |
| 3Y | -77.4% | -30.5% | -46.9% | -77.0% |
| All | -74.5% | -75.7% | +1.3% | -72.8% |
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 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