+201.0%
STT vs EPAM
+163.7%
+37.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.6% |
| 7D | +0.9% | +9.1% | -8.1% | -1.8% |
| 30D | -2.3% | +38.5% | -40.8% | -10.4% |
| 3M | -7.0% | +61.0% | -67.9% | -18.1% |
| 6M | +15.5% | +58.0% | -42.6% | +0.6% |
| YTD | +35.6% | -23.5% | +59.1% | +40.1% |
| 1Y | +47.9% | -10.5% | +58.4% | +46.7% |
| 3Y | +181.1% | -33.8% | +214.9% | +188.1% |
| 5Y | +108.2% | -78.1% | +186.3% | +167.6% |
| 10Y | +201.0% | +157.7% | +43.3% | +66.6% |
| All | +201.0% | +163.7% | +37.3% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling