+463.1%
LUV vs EPAM
+1,093.7%
-630.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.9% |
| 7D | +6.6% | +18.8% | -12.2% | +2.4% |
| 30D | +11.2% | +44.9% | -33.8% | +2.5% |
| 3M | +3.6% | +68.6% | -64.9% | -7.7% |
| 6M | +13.1% | +65.4% | -52.3% | 0.0% |
| YTD | +13.6% | -19.9% | +33.5% | +15.3% |
| 1Y | +44.4% | -10.0% | +54.4% | +43.0% |
| 3Y | +113.2% | -30.3% | +143.5% | +115.9% |
| 5Y | +1.5% | -75.7% | +77.2% | +17.5% |
| 10Y | +20.2% | +167.2% | -147.0% | -16.5% |
| All | +463.1% | +1,093.7% | -630.6% | +234.8% |
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