+103.8%
STLA vs EPAM
+1,105.1%
-1,001.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.1% | -10.2% |
| 7D | -5.5% | +23.0% | -28.5% | -11.7% |
| 30D | -3.7% | +51.6% | -55.3% | -15.2% |
| 3M | -21.1% | +50.8% | -72.0% | -30.7% |
| 6M | -38.3% | +51.1% | -89.5% | -46.5% |
| YTD | -59.2% | -19.1% | -40.1% | -58.6% |
| 1Y | -56.7% | +3.0% | -59.7% | -59.0% |
| 3Y | -74.3% | -31.2% | -43.2% | -73.7% |
| 5Y | -70.2% | -76.5% | +6.3% | -63.0% |
| 10Y | +23.4% | +168.4% | -145.1% | -21.2% |
| All | +103.8% | +1,105.1% | -1,001.3% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling