+132.2%
LLY vs EPAM
-33.7%
+165.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | -4.5% | +13.4% | -17.9% | -5.3% |
| 30D | +13.9% | +47.1% | -33.2% | +10.9% |
| 3M | +13.8% | +71.2% | -57.4% | +9.5% |
| 6M | +37.6% | +48.9% | -11.3% | +33.0% |
| YTD | +26.6% | -22.2% | +48.8% | +28.6% |
| 1Y | +45.3% | -5.2% | +50.5% | +45.6% |
| 3Y | +132.2% | -34.9% | +167.2% | +136.3% |
| All | +132.2% | -33.7% | +165.9% | +136.3% |
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