+37.8%
LIN vs EPAM
-31.1%
+68.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +20.6% | -21.3% | -1.8% |
| 7D | +3.6% | +23.0% | -19.4% | +2.3% |
| 30D | +6.4% | +51.6% | -45.2% | +3.8% |
| 3M | +6.5% | +50.8% | -44.3% | +3.8% |
| 6M | +4.9% | +51.1% | -46.3% | +1.9% |
| YTD | +23.4% | -19.1% | +42.6% | +25.6% |
| 1Y | +26.3% | +3.0% | +23.3% | +25.0% |
| All | +37.8% | -31.1% | +68.9% | +38.3% |
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