-12.1%
LEN vs EPAM
-75.7%
+63.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -5.8% | +2.4% | -8.2% | -6.2% |
| 30D | +13.7% | +42.3% | -28.6% | +6.3% |
| 3M | -3.9% | +60.7% | -64.5% | -12.2% |
| 6M | -0.4% | +80.5% | -80.9% | -11.6% |
| YTD | -16.8% | -20.4% | +3.5% | -15.4% |
| 1Y | -29.5% | -9.6% | -19.9% | -30.0% |
| 3Y | -25.6% | -30.5% | +4.9% | -25.0% |
| All | -12.1% | -75.7% | +63.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling