-55.6%
LUMN vs EPAM
+757.5%
-813.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.3% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +10.3% | +17.6% | -7.2% | +6.3% |
| 3M | -18.3% | +27.1% | -45.4% | -23.5% |
| 6M | +4.4% | -17.0% | +21.3% | +7.0% |
| YTD | -10.7% | -42.4% | +31.8% | -0.8% |
| 1Y | +14.0% | -25.3% | +39.3% | +19.0% |
| 3Y | +406.6% | -55.7% | +462.3% | +485.7% |
| 5Y | -36.8% | -81.2% | +44.4% | -20.5% |
| 10Y | -56.2% | +73.2% | -129.3% | -62.3% |
| All | -55.6% | +757.5% | -813.1% | -64.8% |
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