+1,883.6%
STX vs EPAM
+170.1%
+1,713.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.5% |
| 7D | -28.5% | +13.4% | -41.9% | -30.9% |
| 30D | -42.9% | +47.1% | -90.0% | -47.9% |
| 3M | -45.9% | +71.2% | -117.1% | -52.5% |
| 6M | -41.3% | +48.9% | -90.2% | -48.0% |
| YTD | +67.9% | -22.2% | +90.2% | +72.4% |
| 1Y | +66.5% | -5.2% | +71.7% | +62.1% |
| 3Y | +588.0% | -34.9% | +622.9% | +606.6% |
| 5Y | +449.1% | -77.4% | +526.5% | +618.0% |
| All | +1,883.6% | +170.1% | +1,713.5% | +734.5% |
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