+154.5%
STT vs EPAM
-81.9%
+236.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.6% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | +3.9% | +6.5% | -2.7% | +2.3% |
| 3M | +20.0% | +19.9% | 0.0% | +14.8% |
| 6M | +55.3% | -16.9% | +72.2% | +59.0% |
| YTD | +53.3% | -42.9% | +96.2% | +68.0% |
| 1Y | +74.7% | -30.4% | +105.1% | +83.5% |
| 3Y | +205.8% | -54.7% | +260.6% | +237.3% |
| All | +154.5% | -81.9% | +236.4% | +182.7% |
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 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