+24.8%
LUNR vs EPAM
-76.8%
+101.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.6% | +16.6% | +14.9% |
| 7D | +22.1% | +9.1% | +13.1% | +23.0% |
| 30D | -8.7% | +38.5% | -47.2% | -7.5% |
| 3M | -26.6% | +61.0% | -87.5% | -25.4% |
| 6M | -58.4% | +58.0% | -116.5% | -57.7% |
| YTD | -25.8% | -23.5% | -2.4% | -24.3% |
| 1Y | +25.5% | -10.5% | +36.1% | +28.5% |
| 3Y | +300.0% | -33.8% | +333.8% | +294.5% |
| All | +24.8% | -76.8% | +101.5% | +14.7% |
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