+23.3%
LQD vs EPAM
+63.0%
-39.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | -2.2% | +2.1% | 0.0% |
| 30D | -0.2% | +17.8% | -18.0% | -0.8% |
| 3M | -1.7% | +19.9% | -21.6% | -2.5% |
| 6M | -2.7% | -21.6% | +18.9% | -2.0% |
| YTD | -1.4% | -44.0% | +42.6% | +0.4% |
| 1Y | -1.0% | -30.5% | +29.5% | -0.1% |
| 3Y | +15.1% | -56.8% | +71.8% | +17.5% |
| 5Y | -5.2% | -81.7% | +76.5% | -0.4% |
| 10Y | +23.3% | +68.4% | -45.1% | +19.2% |
| All | +23.3% | +63.0% | -39.7% | +19.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling