+3,866.3%
LRCX vs EPAM
+63.0%
+3,803.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.5% | -2.2% | +11.7% | +10.3% |
| 30D | +3.1% | +17.8% | -14.7% | -3.0% |
| 3M | -3.4% | +19.9% | -23.3% | -12.8% |
| 6M | +49.7% | -21.6% | +71.3% | +56.7% |
| YTD | +84.9% | -44.0% | +128.9% | +116.3% |
| 1Y | +200.8% | -30.5% | +231.3% | +220.5% |
| 3Y | +385.1% | -56.8% | +441.8% | +488.5% |
| 5Y | +460.5% | -81.7% | +542.2% | +793.8% |
| 10Y | +3,866.3% | +68.4% | +3,797.8% | +1,403.0% |
| All | +3,866.3% | +63.0% | +3,803.2% | +1,403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling