+392.6%
STM vs EPAM
+170.1%
+222.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.7% |
| 7D | -10.7% | +13.4% | -24.1% | -15.9% |
| 30D | -25.7% | +47.1% | -72.8% | -36.4% |
| 3M | -21.6% | +71.2% | -92.7% | -36.9% |
| 6M | -27.8% | +48.9% | -76.7% | -41.4% |
| YTD | +61.8% | -22.2% | +84.0% | +65.9% |
| 1Y | +78.1% | -5.2% | +83.3% | +68.3% |
| 3Y | +4.9% | -34.9% | +39.8% | +8.5% |
| 5Y | -14.3% | -77.4% | +63.1% | +28.0% |
| All | +392.6% | +170.1% | +222.5% | +80.9% |
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 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