+606.9%
STZ vs EPAM
+751.2%
-144.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.9% | +2.0% | -3.9% | -2.2% |
| 30D | -1.9% | +6.5% | -8.4% | -2.9% |
| 3M | -6.2% | +19.9% | -26.2% | -9.0% |
| 6M | -14.0% | -16.9% | +2.9% | -12.7% |
| YTD | -5.1% | -42.9% | +37.8% | +0.5% |
| 1Y | -9.6% | -30.4% | +20.8% | -6.9% |
| 3Y | -47.2% | -54.7% | +7.5% | -43.8% |
| 5Y | -33.6% | -81.8% | +48.2% | -23.6% |
| 10Y | -9.8% | +65.5% | -75.2% | -31.7% |
| All | +606.9% | +751.2% | -144.3% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling