+438.9%
LLY vs EPAM
-77.2%
+516.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +20.6% | -24.4% | -4.7% |
| 7D | -0.7% | +23.0% | -23.7% | -1.7% |
| 30D | +17.9% | +51.6% | -33.7% | +15.5% |
| 3M | +16.8% | +50.8% | -34.0% | +14.3% |
| 6M | +38.4% | +51.1% | -12.7% | +35.1% |
| YTD | +27.6% | -19.1% | +46.7% | +28.2% |
| 1Y | +48.3% | +3.0% | +45.4% | +47.4% |
| 3Y | +145.4% | -31.2% | +176.5% | +146.0% |
| 5Y | +438.9% | -76.5% | +515.4% | +440.4% |
| All | +438.9% | -77.2% | +516.1% | +440.4% |
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