+5,778.5%
STX vs EPAM
+751.2%
+5,027.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.8% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | +1.4% | +6.5% | -5.1% | -0.7% |
| 3M | -8.2% | +19.9% | -28.1% | -13.5% |
| 6M | +127.0% | -16.9% | +144.0% | +130.7% |
| YTD | +209.1% | -42.9% | +252.0% | +239.2% |
| 1Y | +365.4% | -30.4% | +395.8% | +385.5% |
| 3Y | +1,135.4% | -54.7% | +1,190.1% | +1,273.7% |
| 5Y | +991.5% | -81.8% | +1,073.3% | +1,294.7% |
| 10Y | +3,695.8% | +65.5% | +3,630.4% | +2,538.7% |
| All | +5,778.5% | +751.2% | +5,027.3% | +3,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling