+117.8%
ORLY vs EPAM
-81.7%
+199.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | -2.3% | -0.9% | -1.5% | -2.3% |
| 30D | -8.2% | +18.4% | -26.5% | -9.2% |
| 3M | -3.5% | +19.2% | -22.7% | -4.9% |
| 6M | -9.2% | -21.0% | +11.7% | -8.5% |
| YTD | -5.8% | -43.7% | +37.9% | -3.5% |
| 1Y | -19.3% | -29.9% | +10.6% | -18.4% |
| 3Y | +34.4% | -56.5% | +91.0% | +38.3% |
| 5Y | +117.8% | -81.7% | +199.5% | +132.7% |
| All | +117.8% | -81.7% | +199.5% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling