+2,038.9%
STX vs EPAM
+158.4%
+1,880.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +16.8% | -1.1% | +18.0% | +17.0% |
| 30D | -27.0% | +41.8% | -68.9% | -32.9% |
| 3M | -37.9% | +63.4% | -101.2% | -44.8% |
| 6M | -32.5% | +72.2% | -104.7% | -42.2% |
| YTD | +98.6% | -20.0% | +118.6% | +102.6% |
| 1Y | +93.6% | -9.0% | +102.6% | +90.8% |
| 3Y | +699.1% | -30.4% | +729.5% | +707.2% |
| 5Y | +481.0% | -75.6% | +556.6% | +640.7% |
| All | +2,038.9% | +158.4% | +1,880.5% | +820.0% |
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