-18.7%
LEN vs EPAM
-33.7%
+15.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.7% | -2.5% |
| 7D | +2.1% | +13.4% | -11.3% | -0.1% |
| 30D | +16.6% | +47.1% | -30.5% | +9.7% |
| 3M | +5.3% | +71.2% | -65.9% | -3.1% |
| 6M | -0.8% | +48.9% | -49.7% | -7.3% |
| YTD | -11.7% | -22.2% | +10.5% | -9.8% |
| 1Y | -24.6% | -5.2% | -19.4% | -25.8% |
| 3Y | -18.7% | -34.9% | +16.3% | -22.0% |
| All | -18.7% | -33.7% | +15.0% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling