+98.3%
STM vs EPAM
-8.3%
+106.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +12.0% | +2.4% | +9.6% | +12.8% |
| 30D | -0.4% | +42.3% | -42.7% | +9.6% |
| 3M | -13.2% | +60.7% | -73.8% | -2.1% |
| 6M | -26.1% | +80.5% | -106.6% | -14.3% |
| YTD | +81.2% | -20.4% | +101.5% | +148.0% |
| 1Y | +98.3% | -9.6% | +107.9% | +113.6% |
| All | +98.3% | -8.3% | +106.6% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling