-28.4%
STZ vs EPAM
-77.2%
+48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +20.6% | -21.3% | -2.2% |
| 7D | +11.8% | +23.0% | -11.2% | +9.9% |
| 30D | +26.0% | +51.6% | -25.6% | +22.0% |
| 3M | +11.5% | +50.8% | -39.3% | +7.8% |
| 6M | -2.0% | +51.1% | -53.1% | -5.5% |
| YTD | +7.9% | -19.1% | +27.0% | +8.3% |
| 1Y | +13.9% | +3.0% | +10.9% | +12.1% |
| 3Y | -35.8% | -31.2% | -4.7% | -35.9% |
| 5Y | -28.4% | -76.5% | +48.1% | -28.0% |
| All | -28.4% | -77.2% | +48.7% | -28.0% |
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