+596.2%
STX vs EPAM
-31.1%
+627.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +20.6% | -36.9% | -15.5% |
| 7D | -33.4% | +23.0% | -56.4% | -32.8% |
| 30D | -42.1% | +51.6% | -93.7% | -41.9% |
| 3M | -44.3% | +50.8% | -95.1% | -44.1% |
| 6M | -39.4% | +51.1% | -90.5% | -38.4% |
| YTD | +70.0% | -19.1% | +89.1% | +90.9% |
| 1Y | +70.2% | +3.0% | +67.2% | +81.7% |
| All | +596.2% | -31.1% | +627.3% | +645.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling