-35.8%
STZ vs EPAM
-31.1%
-4.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +20.6% | -21.3% | -2.2% |
| 7D | +11.8% | +23.0% | -11.2% | +9.8% |
| 30D | +26.0% | +51.6% | -25.6% | +21.8% |
| 3M | +11.5% | +50.8% | -39.3% | +7.7% |
| 6M | -2.0% | +51.1% | -53.1% | -5.7% |
| YTD | +7.9% | -19.1% | +27.0% | +8.1% |
| 1Y | +13.9% | +3.0% | +10.9% | +11.4% |
| All | -35.8% | -31.1% | -4.8% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling