+11.8%
STZ vs EPAM
+165.6%
-153.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.9% | +18.5% | -19.5% | -3.3% |
| 30D | +14.9% | +44.0% | -29.1% | +9.4% |
| 3M | +8.4% | +63.0% | -54.6% | +1.5% |
| 6M | +2.8% | +67.3% | -64.4% | -4.7% |
| YTD | +7.5% | -20.5% | +28.1% | +8.8% |
| 1Y | +12.5% | -9.6% | +22.2% | +11.8% |
| 3Y | -35.4% | -30.8% | -4.6% | -35.2% |
| 5Y | -29.3% | -75.6% | +46.3% | -19.5% |
| 10Y | +11.8% | +159.6% | -147.8% | -36.5% |
| All | +11.8% | +165.6% | -153.8% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling