-40.3%
LULU vs EPAM
-24.0%
-16.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.3% |
| 7D | -1.6% | +0.7% | -2.4% | -1.9% |
| 30D | -18.1% | +17.6% | -35.7% | -21.7% |
| 3M | -18.8% | +27.1% | -45.9% | -25.6% |
| 6M | -39.2% | -17.0% | -22.3% | -35.7% |
| YTD | -52.4% | -42.4% | -9.9% | -42.5% |
| 1Y | -40.3% | -25.3% | -15.0% | -38.3% |
| All | -40.3% | -24.0% | -16.3% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling