+36.2%
LUMN vs EPAM
-32.1%
+68.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.8% |
| 7D | +12.1% | +2.0% | +10.1% | +11.9% |
| 30D | +11.3% | +6.5% | +4.8% | +10.7% |
| 3M | -31.6% | +19.9% | -51.5% | -31.7% |
| 6M | -2.7% | -16.9% | +14.2% | +5.8% |
| YTD | -12.9% | -42.9% | +30.0% | +5.4% |
| 1Y | +36.2% | -30.4% | +66.6% | +57.9% |
| All | +36.2% | -32.1% | +68.3% | +57.9% |
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