+708.8%
STZ vs EPAM
+899.0%
-190.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.7% |
| 3M | +11.6% | +22.6% | -11.0% | +8.3% |
| 6M | -0.2% | +24.2% | -24.4% | -3.8% |
| YTD | +8.6% | -33.0% | +41.5% | +12.5% |
| 1Y | +15.9% | -13.3% | +29.2% | +15.9% |
| 3Y | -35.4% | -42.9% | +7.5% | -33.3% |
| 5Y | -26.9% | -80.8% | +54.0% | -15.8% |
| 10Y | +7.8% | +122.5% | -114.8% | -21.6% |
| All | +708.8% | +899.0% | -190.2% | +374.8% |
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 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