+506.6%
STT vs EPAM
+1,084.1%
-577.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.4% | +18.5% | -18.1% | -4.0% |
| 30D | -0.4% | +44.0% | -44.5% | -9.0% |
| 3M | -6.5% | +63.0% | -69.5% | -17.2% |
| 6M | +17.2% | +67.3% | -50.1% | +1.6% |
| YTD | +38.2% | -20.5% | +58.7% | +41.0% |
| 1Y | +49.3% | -9.6% | +58.9% | +47.7% |
| 3Y | +181.9% | -30.8% | +212.7% | +185.4% |
| 5Y | +106.9% | -75.6% | +182.6% | +145.7% |
| 10Y | +203.1% | +159.6% | +43.6% | +96.0% |
| All | +506.6% | +1,084.1% | -577.5% | +203.4% |
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