+723.6%
STM vs EPAM
+1,105.1%
-381.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +20.6% | -33.0% | -18.5% |
| 7D | -20.1% | +23.0% | -43.1% | -26.3% |
| 30D | -32.0% | +51.6% | -83.6% | -41.5% |
| 3M | -24.2% | +50.8% | -75.0% | -35.7% |
| 6M | -29.9% | +51.1% | -81.1% | -42.4% |
| YTD | +54.9% | -19.1% | +74.0% | +55.7% |
| 1Y | +68.0% | +3.0% | +65.0% | +54.5% |
| 3Y | -0.1% | -31.2% | +31.0% | +0.9% |
| 5Y | -17.9% | -76.5% | +58.6% | +9.0% |
| 10Y | +392.2% | +168.4% | +223.8% | +178.9% |
| All | +723.6% | +1,105.1% | -381.5% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling