+1,184.4%
STX vs EPAM
-54.6%
+1,238.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.4% |
| 7D | +2.4% | +2.0% | +0.4% | +2.3% |
| 30D | +1.4% | +6.5% | -5.1% | +1.2% |
| 3M | -8.2% | +19.9% | -28.1% | -8.9% |
| 6M | +127.0% | -16.9% | +144.0% | +138.4% |
| YTD | +209.1% | -42.9% | +252.0% | +245.0% |
| 1Y | +365.4% | -30.4% | +395.8% | +397.3% |
| All | +1,184.4% | -54.6% | +1,238.9% | +1,319.3% |
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