+455.7%
STX vs EPAM
-77.2%
+532.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +20.6% | -36.9% | -18.2% |
| 7D | -33.4% | +23.0% | -56.4% | -35.1% |
| 30D | -42.1% | +51.6% | -93.7% | -45.1% |
| 3M | -44.3% | +50.8% | -95.1% | -47.4% |
| 6M | -39.4% | +51.1% | -90.5% | -43.2% |
| YTD | +70.0% | -19.1% | +89.1% | +76.5% |
| 1Y | +70.2% | +3.0% | +67.2% | +68.6% |
| 3Y | +585.2% | -31.2% | +616.3% | +607.6% |
| 5Y | +455.7% | -76.5% | +532.2% | +553.3% |
| All | +455.7% | -77.2% | +532.8% | +553.3% |
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 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