+535.5%
LIN vs EPAM
+899.0%
-363.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +3.3% | +0.8% | +2.4% | +3.1% |
| 30D | +8.8% | +24.9% | -16.1% | +4.9% |
| 3M | +8.6% | +22.6% | -13.9% | +4.6% |
| 6M | +7.0% | +24.2% | -17.2% | +2.1% |
| YTD | +24.3% | -33.0% | +57.2% | +29.9% |
| 1Y | +27.3% | -13.3% | +40.6% | +27.0% |
| 3Y | +38.9% | -42.9% | +81.9% | +44.4% |
| 5Y | +69.4% | -80.8% | +150.2% | +100.7% |
| 10Y | +440.7% | +122.5% | +318.2% | +317.2% |
| All | +535.5% | +899.0% | -363.4% | +324.3% |
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 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