+93.6%
STX vs EPAM
-9.2%
+102.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.0% |
| 7D | +16.8% | -1.1% | +18.0% | +16.6% |
| 30D | -27.0% | +41.8% | -68.9% | -17.7% |
| 3M | -37.9% | +63.4% | -101.2% | -27.2% |
| 6M | -32.5% | +72.2% | -104.7% | -16.6% |
| YTD | +98.6% | -20.0% | +118.6% | +146.6% |
| 1Y | +93.6% | -9.0% | +102.6% | +127.9% |
| All | +93.6% | -9.2% | +102.8% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling