+461.8%
STM vs EPAM
+158.4%
+303.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +16.3% | -1.1% | +17.4% | +16.5% |
| 30D | -6.3% | +41.8% | -48.1% | -18.6% |
| 3M | -14.1% | +63.4% | -77.5% | -29.8% |
| 6M | -19.6% | +72.2% | -91.8% | -38.2% |
| YTD | +80.1% | -20.0% | +100.2% | +83.0% |
| 1Y | +95.4% | -9.0% | +104.4% | +88.3% |
| 3Y | +14.7% | -30.4% | +45.1% | +15.6% |
| 5Y | -5.4% | -75.6% | +70.2% | +35.6% |
| All | +461.8% | +158.4% | +303.3% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling