-4.4%
LQD vs EPAM
-81.7%
+77.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.6% | +18.4% | -18.9% | -1.0% |
| 3M | -1.2% | +19.2% | -20.4% | -1.8% |
| 6M | -1.9% | -21.0% | +19.0% | -1.5% |
| YTD | -1.3% | -43.7% | +42.5% | 0.0% |
| 1Y | -1.0% | -29.9% | +28.9% | -0.4% |
| 3Y | +15.2% | -56.5% | +71.8% | +16.9% |
| 5Y | -4.4% | -81.7% | +77.3% | -1.4% |
| All | -4.4% | -81.7% | +77.3% | -1.4% |
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