+221.6%
LRCX vs EPAM
-33.7%
+255.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.9% | +12.1% | +8.2% |
| 7D | -16.2% | +13.4% | -29.6% | -16.0% |
| 30D | -39.2% | +47.1% | -86.2% | -40.1% |
| 3M | -34.4% | +71.2% | -105.6% | -36.4% |
| 6M | -32.4% | +48.9% | -81.4% | -33.3% |
| YTD | +17.4% | -22.2% | +39.7% | +33.7% |
| 1Y | +24.2% | -5.2% | +29.3% | +33.5% |
| 3Y | +221.6% | -34.9% | +256.5% | +257.3% |
| All | +221.6% | -33.7% | +255.3% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling