+27.7%
ODFL vs EPAM
-15.2%
+42.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.0% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | 0.0% | +24.9% | -24.9% | -3.1% |
| 3M | -18.1% | +22.6% | -40.7% | -20.6% |
| 6M | -6.4% | +24.2% | -30.6% | -9.3% |
| YTD | +14.9% | -33.0% | +47.8% | +20.1% |
| 1Y | +27.7% | -13.3% | +41.0% | +20.7% |
| All | +27.7% | -15.2% | +42.9% | +20.7% |
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