+49.9%
LQD vs EPAM
+1,093.7%
-1,043.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.9% |
| 7D | +0.2% | +18.8% | -18.6% | -0.4% |
| 30D | +1.4% | +44.9% | -43.5% | +0.3% |
| 3M | -1.1% | +68.6% | -69.7% | -2.6% |
| 6M | -2.9% | +65.4% | -68.4% | -4.5% |
| YTD | -2.3% | -19.9% | +17.5% | -2.1% |
| 1Y | -2.1% | -10.0% | +7.9% | -2.2% |
| 3Y | +15.9% | -30.3% | +46.2% | +16.1% |
| 5Y | -4.9% | -75.7% | +70.8% | -3.1% |
| 10Y | +24.8% | +167.2% | -142.4% | +23.5% |
| All | +49.9% | +1,093.7% | -1,043.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling