-17.9%
STM vs EPAM
-77.2%
+59.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +20.6% | -33.0% | -16.2% |
| 7D | -20.1% | +23.0% | -43.1% | -24.0% |
| 30D | -32.0% | +51.6% | -83.6% | -38.3% |
| 3M | -24.2% | +50.8% | -75.0% | -31.8% |
| 6M | -29.9% | +51.1% | -81.1% | -38.1% |
| YTD | +54.9% | -19.1% | +74.0% | +61.0% |
| 1Y | +68.0% | +3.0% | +65.0% | +62.6% |
| 3Y | -0.1% | -31.2% | +31.0% | +3.7% |
| 5Y | -17.9% | -76.5% | +58.6% | -2.5% |
| All | -17.9% | -77.2% | +59.3% | -2.5% |
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