+61.9%
LIN vs EPAM
-81.9%
+143.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.3% |
| 30D | -2.4% | +6.5% | -9.0% | -3.3% |
| 3M | -5.6% | +19.9% | -25.5% | -8.0% |
| 6M | -3.4% | -16.9% | +13.5% | -2.0% |
| YTD | +13.1% | -42.9% | +56.0% | +19.4% |
| 1Y | +2.5% | -30.4% | +32.8% | +5.1% |
| 3Y | +27.6% | -54.7% | +82.3% | +35.1% |
| All | +61.9% | -81.9% | +143.8% | +81.5% |
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