-9.5%
LVS vs EPAM
-30.1%
+20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | +10.0% | +42.3% | -32.3% | +3.7% |
| 3M | -11.0% | +60.7% | -71.7% | -17.9% |
| 6M | -20.1% | +80.5% | -100.6% | -28.5% |
| YTD | -36.3% | -20.4% | -16.0% | -34.5% |
| 1Y | -36.8% | -9.6% | -27.2% | -36.6% |
| 3Y | -9.5% | -30.5% | +20.9% | -15.6% |
| All | -9.5% | -30.1% | +20.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling