+20.0%
LUV vs EPAM
+165.6%
-145.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | +18.5% | -18.4% | -4.1% |
| 30D | +14.0% | +44.0% | -30.0% | +4.5% |
| 3M | +2.6% | +63.0% | -60.4% | -9.0% |
| 6M | +17.3% | +67.3% | -50.0% | +2.2% |
| YTD | +14.0% | -20.5% | +34.5% | +16.3% |
| 1Y | +47.9% | -9.6% | +57.5% | +46.3% |
| 3Y | +114.0% | -30.8% | +144.8% | +117.1% |
| 5Y | +3.2% | -75.6% | +78.8% | +24.5% |
| 10Y | +20.0% | +159.6% | -139.5% | -26.1% |
| All | +20.0% | +165.6% | -145.6% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling