+50.0%
LULU vs EPAM
+74.2%
-24.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.2% |
| 7D | -1.6% | +0.7% | -2.4% | -1.9% |
| 30D | -18.1% | +17.6% | -35.7% | -22.1% |
| 3M | -18.8% | +27.1% | -45.9% | -25.6% |
| 6M | -39.2% | -17.0% | -22.3% | -36.6% |
| YTD | -52.4% | -42.4% | -9.9% | -44.8% |
| 1Y | -40.3% | -25.3% | -15.0% | -36.4% |
| 3Y | -75.1% | -55.7% | -19.4% | -70.2% |
| 5Y | -76.7% | -81.2% | +4.5% | -66.0% |
| All | +50.0% | +74.2% | -24.3% | -11.3% |
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 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