+78.1%
STM vs EPAM
-4.9%
+83.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +3.4% |
| 7D | -10.7% | +13.4% | -24.1% | -6.5% |
| 30D | -25.7% | +47.1% | -72.8% | -18.0% |
| 3M | -21.6% | +71.2% | -92.7% | -11.1% |
| 6M | -27.8% | +48.9% | -76.7% | -15.5% |
| YTD | +61.8% | -22.2% | +84.0% | +118.3% |
| 1Y | +78.1% | -5.2% | +83.3% | +100.3% |
| All | +78.1% | -4.9% | +83.0% | +100.3% |
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