+267.2%
STLD vs EPAM
-77.2%
+344.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +20.6% | -28.2% | -9.8% |
| 7D | -12.5% | +23.0% | -35.5% | -14.8% |
| 30D | -6.8% | +51.6% | -58.4% | -11.6% |
| 3M | -16.4% | +50.8% | -67.2% | -20.9% |
| 6M | -6.1% | +51.1% | -57.2% | -11.6% |
| YTD | +32.0% | -19.1% | +51.1% | +33.7% |
| 1Y | +45.5% | +3.0% | +42.5% | +42.4% |
| 3Y | +106.5% | -31.2% | +137.7% | +107.6% |
| 5Y | +267.2% | -76.5% | +343.7% | +266.0% |
| All | +267.2% | -77.2% | +344.3% | +266.0% |
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