-15.7%
STM vs EPAM
-77.4%
+61.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.1% |
| 7D | -10.7% | +13.4% | -24.1% | -13.7% |
| 30D | -25.7% | +47.1% | -72.8% | -32.3% |
| 3M | -21.6% | +71.2% | -92.7% | -31.3% |
| 6M | -27.8% | +48.9% | -76.7% | -36.2% |
| YTD | +61.8% | -22.2% | +84.0% | +69.3% |
| 1Y | +78.1% | -5.2% | +83.3% | +75.8% |
| 3Y | +4.9% | -34.9% | +39.8% | +10.2% |
| All | -15.7% | -77.4% | +61.7% | +2.3% |
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 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