+258.8%
STLD vs EPAM
-77.4%
+336.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +0.9% |
| 7D | -11.1% | +13.4% | -24.5% | -12.6% |
| 30D | -4.8% | +47.1% | -51.9% | -9.4% |
| 3M | -14.6% | +71.2% | -85.7% | -20.4% |
| 6M | -7.4% | +48.9% | -56.3% | -12.8% |
| YTD | +32.6% | -22.2% | +54.8% | +34.9% |
| 1Y | +47.3% | -5.2% | +52.5% | +45.7% |
| 3Y | +107.5% | -34.9% | +142.5% | +109.9% |
| All | +258.8% | -77.4% | +336.2% | +262.5% |
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