+427.5%
ORLY vs EPAM
+157.4%
+270.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.6% | +2.4% | +0.1% | +2.2% |
| 30D | +6.3% | +42.3% | -36.0% | +1.0% |
| 3M | -0.4% | +60.7% | -61.1% | -7.2% |
| 6M | +2.8% | +80.5% | -77.7% | -6.3% |
| YTD | +1.1% | -20.4% | +21.4% | +2.2% |
| 1Y | -6.3% | -9.6% | +3.3% | -7.0% |
| 3Y | +38.9% | -30.5% | +69.3% | +38.8% |
| 5Y | +113.1% | -75.7% | +188.8% | +149.2% |
| All | +427.5% | +157.4% | +270.1% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling