+21.0%
STM vs EPAM
-81.9%
+102.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.4% |
| 7D | +5.8% | +2.0% | +3.8% | +5.3% |
| 30D | -1.0% | +6.5% | -7.5% | -3.0% |
| 3M | -33.3% | +19.9% | -53.2% | -37.2% |
| 6M | +57.4% | -16.9% | +74.3% | +61.7% |
| YTD | +102.2% | -42.9% | +145.1% | +129.4% |
| 1Y | +99.6% | -30.4% | +130.0% | +112.9% |
| 3Y | +14.5% | -54.7% | +69.2% | +32.3% |
| All | +21.0% | -81.9% | +102.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling