+100.6%
LEN vs EPAM
+65.2%
+35.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.4% | -3.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -8.9% | +18.4% | -27.2% | -12.6% |
| 3M | -10.9% | +19.2% | -30.1% | -15.6% |
| 6M | -19.7% | -21.0% | +1.3% | -16.1% |
| YTD | -20.6% | -43.7% | +23.1% | -10.9% |
| 1Y | -42.4% | -29.9% | -12.5% | -39.3% |
| 3Y | -26.5% | -56.5% | +30.0% | -15.8% |
| 5Y | -10.9% | -81.7% | +70.7% | +20.3% |
| 10Y | +100.6% | +64.5% | +36.1% | +24.0% |
| All | +100.6% | +65.2% | +35.4% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling