+3,635.3%
STX vs EPAM
+65.3%
+3,569.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.8% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | +1.4% | +6.5% | -5.1% | -0.7% |
| 3M | -8.2% | +19.9% | -28.1% | -13.7% |
| 6M | +127.0% | -16.9% | +144.0% | +131.6% |
| YTD | +209.1% | -42.9% | +252.0% | +242.7% |
| 1Y | +365.4% | -30.4% | +395.8% | +388.1% |
| 3Y | +1,135.4% | -54.7% | +1,190.1% | +1,287.6% |
| 5Y | +991.5% | -81.8% | +1,073.3% | +1,377.2% |
| All | +3,635.3% | +65.3% | +3,569.9% | +1,741.9% |
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