+56.6%
STLD vs EPAM
-7.6%
+64.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +3.9% |
| 7D | -4.7% | +18.8% | -23.5% | -3.9% |
| 30D | -0.9% | +44.9% | -45.9% | -0.5% |
| 3M | -11.9% | +68.6% | -80.5% | -11.8% |
| 6M | +0.9% | +65.4% | -64.5% | +1.0% |
| YTD | +40.4% | -19.9% | +60.3% | +39.6% |
| 1Y | +56.6% | -10.0% | +66.6% | +49.3% |
| All | +56.6% | -7.6% | +64.2% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling