+50.0%
STLD vs EPAM
-8.3%
+58.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +2.9% | +2.4% | +0.5% | +3.0% |
| 30D | -5.6% | +42.3% | -47.9% | -5.1% |
| 3M | -11.7% | +60.7% | -72.4% | -11.5% |
| 6M | -2.8% | +80.5% | -83.3% | -2.9% |
| YTD | +36.4% | -20.4% | +56.8% | +35.5% |
| 1Y | +50.0% | -9.6% | +59.6% | +39.4% |
| All | +50.0% | -8.3% | +58.3% | +39.4% |
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