+134.1%
LLY vs EPAM
-31.1%
+165.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +20.6% | -24.4% | -4.9% |
| 7D | -0.7% | +23.0% | -23.7% | -2.0% |
| 30D | +17.9% | +51.6% | -33.7% | +14.6% |
| 3M | +16.8% | +50.8% | -34.0% | +13.3% |
| 6M | +38.4% | +51.1% | -12.7% | +33.7% |
| YTD | +27.6% | -19.1% | +46.7% | +29.4% |
| 1Y | +48.3% | +3.0% | +45.4% | +47.8% |
| All | +134.1% | -31.1% | +165.1% | +137.6% |
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