+355.5%
LEN vs EPAM
+1,058.6%
-703.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.7% | -2.2% |
| 7D | +2.1% | +13.4% | -11.3% | -1.4% |
| 30D | +16.6% | +47.1% | -30.5% | +6.0% |
| 3M | +5.3% | +71.2% | -65.9% | -7.7% |
| 6M | -0.8% | +48.9% | -49.7% | -11.3% |
| YTD | -11.7% | -22.2% | +10.5% | -9.4% |
| 1Y | -24.6% | -5.2% | -19.4% | -26.3% |
| 3Y | -18.7% | -34.9% | +16.3% | -16.5% |
| 5Y | -4.4% | -77.4% | +73.0% | +17.6% |
| 10Y | +152.2% | +158.1% | -5.9% | +64.5% |
| All | +355.5% | +1,058.6% | -703.1% | +126.9% |
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