+2,071.0%
STX vs EPAM
+163.7%
+1,907.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.1% |
| 7D | -14.8% | +9.1% | -23.8% | -17.1% |
| 30D | -35.4% | +38.5% | -73.8% | -40.3% |
| 3M | -37.7% | +61.0% | -98.6% | -44.5% |
| 6M | -35.2% | +58.0% | -93.3% | -43.5% |
| YTD | +84.4% | -23.5% | +107.8% | +89.7% |
| 1Y | +82.3% | -10.5% | +92.8% | +79.9% |
| 3Y | +646.2% | -33.8% | +680.1% | +661.6% |
| 5Y | +487.4% | -78.1% | +565.6% | +675.7% |
| 10Y | +2,071.0% | +157.7% | +1,913.3% | +820.8% |
| All | +2,071.0% | +163.7% | +1,907.3% | +820.8% |
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