+3,131.8%
STX vs EPAM
+1,105.1%
+2,026.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +20.6% | -36.9% | -20.0% |
| 7D | -33.4% | +23.0% | -56.4% | -36.7% |
| 30D | -42.1% | +51.6% | -93.7% | -47.4% |
| 3M | -44.3% | +50.8% | -95.1% | -49.7% |
| 6M | -39.4% | +51.1% | -90.5% | -46.3% |
| YTD | +70.0% | -19.1% | +89.1% | +71.6% |
| 1Y | +70.2% | +3.0% | +67.2% | +62.0% |
| 3Y | +585.2% | -31.2% | +616.3% | +590.4% |
| 5Y | +455.7% | -76.5% | +532.2% | +572.3% |
| 10Y | +2,007.9% | +168.4% | +1,839.4% | +1,215.8% |
| All | +3,131.8% | +1,105.1% | +2,026.7% | +1,484.6% |
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 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