+5,322.0%
LRCX vs EPAM
+1,058.6%
+4,263.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.9% | +12.1% | +9.3% |
| 7D | -16.2% | +13.4% | -29.6% | -20.8% |
| 30D | -39.2% | +47.1% | -86.2% | -47.2% |
| 3M | -34.4% | +71.2% | -105.6% | -46.1% |
| 6M | -32.4% | +48.9% | -81.4% | -44.1% |
| YTD | +17.4% | -22.2% | +39.7% | +18.3% |
| 1Y | +24.2% | -5.2% | +29.3% | +16.6% |
| 3Y | +221.6% | -34.9% | +256.5% | +226.4% |
| 5Y | +245.2% | -77.4% | +322.6% | +360.5% |
| 10Y | +2,310.5% | +158.1% | +2,152.4% | +1,325.6% |
| All | +5,322.0% | +1,058.6% | +4,263.4% | +2,409.9% |
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