-9.2%
STM vs EPAM
-78.1%
+68.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.3% | +7.0% |
| 7D | -5.6% | +9.1% | -14.6% | -8.0% |
| 30D | -14.4% | +38.5% | -52.9% | -21.0% |
| 3M | -20.5% | +61.0% | -81.4% | -29.5% |
| 6M | -24.5% | +58.0% | -82.5% | -34.4% |
| YTD | +72.7% | -23.5% | +96.1% | +81.2% |
| 1Y | +91.0% | -10.5% | +101.6% | +91.5% |
| 3Y | +13.5% | -33.8% | +47.3% | +18.5% |
| 5Y | -9.2% | -78.1% | +68.9% | +6.0% |
| All | -9.2% | -78.1% | +68.9% | +6.0% |
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