-39.9%
LUMN vs EPAM
-81.2%
+41.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +10.3% | +17.6% | -7.2% | +5.8% |
| 3M | -18.3% | +27.1% | -45.4% | -24.2% |
| 6M | +4.4% | -17.0% | +21.3% | +7.9% |
| YTD | -10.7% | -42.4% | +31.8% | +1.7% |
| 1Y | +14.0% | -25.3% | +39.3% | +20.4% |
| 3Y | +406.6% | -55.7% | +462.3% | +494.1% |
| All | -39.9% | -81.2% | +41.3% | -22.1% |
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