-31.8%
LVS vs EPAM
-15.2%
-16.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.6% |
| 7D | +13.4% | +0.8% | +12.6% | +13.3% |
| 30D | +12.2% | +24.9% | -12.7% | +8.9% |
| 3M | -10.7% | +22.6% | -33.3% | -13.5% |
| 6M | -19.8% | +24.2% | -44.0% | -22.3% |
| YTD | -35.8% | -33.0% | -2.8% | -30.4% |
| 1Y | -31.8% | -13.3% | -18.5% | -31.0% |
| All | -31.8% | -15.2% | -16.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling