+8,213.3%
LRCX vs EPAM
+751.2%
+7,462.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.8% |
| 7D | +1.9% | +2.0% | 0.0% | +1.2% |
| 30D | +0.1% | +6.5% | -6.5% | -2.7% |
| 3M | -8.5% | +19.9% | -28.4% | -16.4% |
| 6M | +38.1% | -16.9% | +55.0% | +40.7% |
| YTD | +80.1% | -42.9% | +122.9% | +104.9% |
| 1Y | +208.1% | -30.4% | +238.4% | +225.6% |
| 3Y | +350.2% | -54.7% | +404.9% | +425.1% |
| 5Y | +430.7% | -81.8% | +512.5% | +667.3% |
| 10Y | +3,633.2% | +65.5% | +3,567.8% | +2,461.3% |
| All | +8,213.3% | +751.2% | +7,462.1% | +4,247.0% |
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 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