+381.6%
LUV vs EPAM
+751.2%
-369.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.8% |
| 7D | +0.4% | +2.0% | -1.5% | 0.0% |
| 30D | -18.4% | +6.5% | -24.9% | -19.8% |
| 3M | -3.2% | +19.9% | -23.2% | -7.7% |
| 6M | -14.8% | -16.9% | +2.1% | -12.7% |
| YTD | -2.9% | -42.9% | +40.0% | +6.5% |
| 1Y | +29.6% | -30.4% | +60.0% | +35.9% |
| 3Y | +35.2% | -54.7% | +89.9% | +50.5% |
| 5Y | -11.7% | -81.8% | +70.1% | +8.9% |
| 10Y | +21.6% | +65.5% | -43.9% | -6.9% |
| All | +381.6% | +751.2% | -369.6% | +209.3% |
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