+678.9%
STM vs EPAM
+65.3%
+613.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.7% |
| 7D | +5.8% | +2.0% | +3.8% | +5.1% |
| 30D | -1.0% | +6.5% | -7.5% | -4.1% |
| 3M | -33.3% | +19.9% | -53.2% | -39.4% |
| 6M | +57.4% | -16.9% | +74.3% | +61.4% |
| YTD | +102.2% | -42.9% | +145.1% | +137.0% |
| 1Y | +99.6% | -30.4% | +130.0% | +114.7% |
| 3Y | +14.5% | -54.7% | +69.2% | +38.2% |
| 5Y | +21.4% | -81.8% | +103.2% | +93.7% |
| All | +678.9% | +65.3% | +613.6% | +270.4% |
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