-5.0%
LQD vs EPAM
-77.4%
+72.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | 0.0% |
| 7D | +0.2% | +13.4% | -13.1% | -0.1% |
| 30D | +2.4% | +47.1% | -44.7% | +1.3% |
| 3M | -0.9% | +71.2% | -72.1% | -2.3% |
| 6M | -2.3% | +48.9% | -51.3% | -3.5% |
| YTD | -1.7% | -22.2% | +20.5% | -1.4% |
| 1Y | -1.6% | -5.2% | +3.5% | -1.9% |
| 3Y | +17.6% | -34.9% | +52.5% | +18.0% |
| All | -5.0% | -77.4% | +72.4% | -2.4% |
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