+326.2%
LEN vs EPAM
+751.2%
-425.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | -3.2% | +2.0% | -5.1% | -3.6% |
| 30D | -4.9% | +6.5% | -11.4% | -6.6% |
| 3M | -8.5% | +19.9% | -28.4% | -13.2% |
| 6M | -20.7% | -16.9% | -3.7% | -18.3% |
| YTD | -17.4% | -42.9% | +25.5% | -8.3% |
| 1Y | -38.2% | -30.4% | -7.9% | -34.9% |
| 3Y | -24.9% | -54.7% | +29.9% | -15.4% |
| 5Y | -11.4% | -81.8% | +70.4% | +14.4% |
| 10Y | +110.0% | +65.5% | +44.6% | +52.1% |
| All | +326.2% | +751.2% | -425.0% | +129.6% |
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