+57.3%
LLY vs EPAM
-15.2%
+72.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +10.1% | +0.8% | +9.2% | +10.0% |
| 30D | +24.0% | +24.9% | -0.9% | +21.9% |
| 3M | +27.3% | +22.6% | +4.7% | +25.0% |
| 6M | +47.0% | +24.2% | +22.8% | +43.3% |
| YTD | +32.6% | -33.0% | +65.5% | +43.8% |
| 1Y | +57.3% | -13.3% | +70.7% | +69.0% |
| All | +57.3% | -15.2% | +72.5% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling