+423.5%
LIN vs EPAM
+180.9%
+242.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +20.6% | -21.3% | -4.2% |
| 7D | +3.6% | +23.0% | -19.4% | -0.5% |
| 30D | +6.4% | +51.6% | -45.2% | -1.6% |
| 3M | +6.5% | +50.8% | -44.3% | -2.0% |
| 6M | +4.9% | +51.1% | -46.3% | -4.3% |
| YTD | +23.4% | -19.1% | +42.6% | +25.3% |
| 1Y | +26.3% | +3.0% | +23.3% | +21.9% |
| 3Y | +38.0% | -31.2% | +69.1% | +39.0% |
| 5Y | +68.0% | -76.5% | +144.5% | +106.0% |
| All | +423.5% | +180.9% | +242.6% | +189.9% |
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 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