+1,992.0%
STLD vs EPAM
+899.0%
+1,093.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -3.9% | +0.8% | -4.8% | -4.1% |
| 30D | -0.4% | +24.9% | -25.3% | -4.7% |
| 3M | -9.2% | +22.6% | -31.8% | -13.4% |
| 6M | +5.0% | +24.2% | -19.2% | -0.9% |
| YTD | +42.8% | -33.0% | +75.8% | +50.4% |
| 1Y | +60.1% | -13.3% | +73.4% | +59.7% |
| 3Y | +123.5% | -42.9% | +166.4% | +134.6% |
| 5Y | +302.0% | -80.8% | +382.9% | +394.0% |
| 10Y | +959.3% | +122.5% | +836.8% | +615.3% |
| All | +1,992.0% | +899.0% | +1,093.0% | +970.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling