-61.7%
STLA vs EPAM
-81.9%
+20.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.9% |
| 7D | +2.6% | +2.0% | +0.6% | +2.1% |
| 30D | -1.2% | +6.5% | -7.8% | -3.2% |
| 3M | -24.8% | +19.9% | -44.7% | -28.8% |
| 6M | -25.6% | -16.9% | -8.6% | -23.0% |
| YTD | -48.9% | -42.9% | -6.1% | -42.6% |
| 1Y | -38.8% | -30.4% | -8.4% | -35.0% |
| 3Y | -64.5% | -54.7% | -9.8% | -59.5% |
| All | -61.7% | -81.9% | +20.2% | -56.0% |
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