-74.9%
LULU vs EPAM
-57.0%
-17.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | -16.9% | -2.2% | -14.8% | -16.3% |
| 30D | -22.0% | +17.8% | -39.7% | -25.3% |
| 3M | -17.8% | +19.9% | -37.7% | -22.8% |
| 6M | -41.3% | -21.6% | -19.7% | -37.9% |
| YTD | -52.0% | -44.0% | -8.0% | -44.7% |
| 1Y | -39.8% | -30.5% | -9.3% | -35.0% |
| All | -74.9% | -57.0% | -17.9% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling