+51.5%
LQD vs EPAM
+751.2%
-699.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.4% | +2.0% | -2.4% | -0.5% |
| 30D | -0.8% | +6.5% | -7.3% | -1.0% |
| 3M | -1.9% | +19.9% | -21.9% | -2.5% |
| 6M | -2.7% | -16.9% | +14.3% | -2.3% |
| YTD | -1.3% | -42.9% | +41.6% | 0.0% |
| 1Y | 0.0% | -30.4% | +30.4% | +0.6% |
| 3Y | +14.9% | -54.7% | +69.6% | +16.5% |
| 5Y | -4.6% | -81.8% | +77.2% | -1.9% |
| 10Y | +22.0% | +65.5% | -43.5% | +21.8% |
| All | +51.5% | +751.2% | -699.7% | +52.5% |
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