+167.5%
STT vs EPAM
-31.1%
+198.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +20.6% | -25.3% | -7.3% |
| 7D | -4.9% | +23.0% | -27.9% | -7.8% |
| 30D | -6.0% | +51.6% | -57.6% | -11.9% |
| 3M | -11.7% | +50.8% | -62.5% | -17.5% |
| 6M | +11.7% | +51.1% | -39.4% | +3.8% |
| YTD | +30.4% | -19.1% | +49.5% | +36.5% |
| 1Y | +43.9% | +3.0% | +41.0% | +43.3% |
| All | +167.5% | -31.1% | +198.6% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling