+2,003.9%
STLD vs EPAM
+751.2%
+1,252.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +3.1% | +2.0% | +1.2% | +2.8% |
| 30D | -9.0% | +6.5% | -15.5% | -10.5% |
| 3M | -12.4% | +19.9% | -32.3% | -16.1% |
| 6M | +25.5% | -16.9% | +42.4% | +28.3% |
| YTD | +43.6% | -42.9% | +86.5% | +56.5% |
| 1Y | +87.2% | -30.4% | +117.6% | +95.4% |
| 3Y | +135.2% | -54.7% | +190.0% | +159.0% |
| 5Y | +290.9% | -81.8% | +372.7% | +381.5% |
| 10Y | +1,113.5% | +65.5% | +1,048.0% | +766.5% |
| All | +2,003.9% | +751.2% | +1,252.7% | +1,014.1% |
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