+55.3%
LULU vs EPAM
+751.2%
-695.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.4% | -15.0% | -16.7% |
| 7D | -16.7% | +2.0% | -18.7% | -17.1% |
| 30D | -18.5% | +6.5% | -25.1% | -20.3% |
| 3M | -19.5% | +19.9% | -39.4% | -24.4% |
| 6M | -41.9% | -16.9% | -25.0% | -39.7% |
| YTD | -51.6% | -42.9% | -8.7% | -44.6% |
| 1Y | -51.2% | -30.4% | -20.8% | -47.3% |
| 3Y | -75.1% | -54.7% | -20.4% | -70.9% |
| 5Y | -74.1% | -81.8% | +7.7% | -64.4% |
| 10Y | +46.7% | +65.5% | -18.7% | +10.2% |
| All | +55.3% | +751.2% | -695.9% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling