+0.4%
STM vs EPAM
-31.1%
+31.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +20.6% | -33.0% | -13.6% |
| 7D | -20.1% | +23.0% | -43.1% | -21.4% |
| 30D | -32.0% | +51.6% | -83.6% | -34.8% |
| 3M | -24.2% | +50.8% | -75.0% | -27.7% |
| 6M | -29.9% | +51.1% | -81.1% | -33.1% |
| YTD | +54.9% | -19.1% | +74.0% | +76.6% |
| 1Y | +68.0% | +3.0% | +65.0% | +76.3% |
| All | +0.4% | -31.1% | +31.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling