-0.2%
STZ vs EPAM
+21.8%
-22.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.4% |
| 7D | +13.0% | +0.8% | +12.2% | +12.9% |
| 30D | +29.4% | +24.9% | +4.5% | +25.8% |
| 3M | +11.6% | +22.6% | -11.0% | +8.2% |
| 6M | -0.2% | +24.2% | -24.4% | -1.8% |
| All | -0.2% | +21.8% | -22.0% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling