+82.7%
LULU vs EPAM
+157.4%
-74.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | -4.6% | +2.4% | -7.0% | -5.4% |
| 30D | +12.3% | +42.3% | -30.0% | -0.4% |
| 3M | -11.6% | +60.7% | -72.3% | -24.7% |
| 6M | -12.8% | +80.5% | -93.3% | -29.6% |
| YTD | -49.2% | -20.4% | -28.8% | -47.4% |
| 1Y | -37.7% | -9.6% | -28.1% | -38.1% |
| 3Y | -74.7% | -30.5% | -44.2% | -74.0% |
| 5Y | -76.7% | -75.7% | -1.0% | -68.4% |
| All | +82.7% | +157.4% | -74.7% | -8.8% |
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