-76.7%
LULU vs EPAM
-81.2%
+4.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.4% |
| 7D | -1.6% | +0.7% | -2.4% | -1.8% |
| 30D | -18.1% | +17.6% | -35.7% | -21.2% |
| 3M | -18.8% | +27.1% | -45.9% | -24.1% |
| 6M | -39.2% | -17.0% | -22.3% | -37.2% |
| YTD | -52.4% | -42.4% | -9.9% | -46.6% |
| 1Y | -40.3% | -25.3% | -15.0% | -37.2% |
| 3Y | -75.1% | -55.7% | -19.4% | -71.4% |
| All | -76.7% | -81.2% | +4.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling