+483.8%
STX vs EPAM
-76.7%
+560.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.3% |
| 7D | -17.3% | +18.8% | -36.1% | -19.1% |
| 30D | -35.9% | +44.9% | -80.9% | -39.0% |
| 3M | -37.3% | +68.6% | -105.9% | -41.6% |
| 6M | -35.8% | +65.4% | -101.2% | -40.9% |
| YTD | +82.7% | -19.9% | +102.6% | +89.9% |
| 1Y | +71.6% | -10.0% | +81.6% | +74.3% |
| 3Y | +635.3% | -30.3% | +665.5% | +657.0% |
| 5Y | +483.8% | -75.7% | +559.4% | +563.6% |
| All | +483.8% | -76.7% | +560.5% | +563.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling