+787.1%
STLD vs EPAM
+168.6%
+618.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +2.9% |
| 7D | -4.7% | +18.8% | -23.5% | -8.3% |
| 30D | -0.9% | +44.9% | -45.9% | -8.6% |
| 3M | -11.9% | +68.6% | -80.5% | -21.5% |
| 6M | +0.9% | +65.4% | -64.5% | -10.7% |
| YTD | +40.4% | -19.9% | +60.3% | +42.7% |
| 1Y | +56.6% | -10.0% | +66.6% | +54.9% |
| 3Y | +125.5% | -30.3% | +155.7% | +126.7% |
| 5Y | +292.8% | -75.7% | +368.5% | +381.6% |
| 10Y | +787.1% | +167.2% | +619.9% | +386.9% |
| All | +787.1% | +168.6% | +618.4% | +386.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling