-32.8%
STZ vs EPAM
-81.9%
+49.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.9% | +2.0% | -3.9% | -2.1% |
| 30D | -1.9% | +6.5% | -8.4% | -2.5% |
| 3M | -6.2% | +19.9% | -26.2% | -7.7% |
| 6M | -14.0% | -16.9% | +2.9% | -13.4% |
| YTD | -5.1% | -42.9% | +37.8% | -2.1% |
| 1Y | -9.6% | -30.4% | +20.8% | -8.2% |
| 3Y | -47.2% | -54.7% | +7.5% | -45.6% |
| All | -32.8% | -81.9% | +49.1% | -30.3% |
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