+463.1%
STM vs EPAM
+165.6%
+297.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +1.4% | +18.5% | -17.1% | -5.8% |
| 30D | -8.4% | +44.0% | -52.4% | -20.8% |
| 3M | -15.8% | +63.0% | -78.8% | -31.1% |
| 6M | -22.8% | +67.3% | -90.1% | -40.0% |
| YTD | +79.4% | -20.5% | +99.9% | +82.6% |
| 1Y | +97.0% | -9.6% | +106.6% | +90.2% |
| 3Y | +14.2% | -30.8% | +45.0% | +15.3% |
| 5Y | -4.5% | -75.6% | +71.2% | +36.7% |
| 10Y | +463.1% | +159.6% | +303.5% | +102.7% |
| All | +463.1% | +165.6% | +297.5% | +102.7% |
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