+102.4%
STX vs EPAM
-8.3%
+110.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.2% |
| 7D | +14.6% | +2.4% | +12.2% | +15.6% |
| 30D | -26.0% | +42.3% | -68.3% | -16.5% |
| 3M | -42.6% | +60.7% | -103.3% | -33.0% |
| 6M | -35.3% | +80.5% | -115.8% | -20.3% |
| YTD | +92.5% | -20.4% | +112.8% | +139.8% |
| 1Y | +102.4% | -9.6% | +112.0% | +132.4% |
| All | +102.4% | -8.3% | +110.7% | +132.4% |
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