+1,527.6%
ORLY vs EPAM
+1,084.1%
+443.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.9% | +18.5% | -20.5% | -4.4% |
| 30D | +4.5% | +44.0% | -39.5% | -0.9% |
| 3M | -2.2% | +63.0% | -65.2% | -8.9% |
| 6M | -0.9% | +67.3% | -68.1% | -8.6% |
| YTD | -0.7% | -20.5% | +19.8% | +0.4% |
| 1Y | -8.7% | -9.6% | +0.9% | -9.4% |
| 3Y | +37.7% | -30.8% | +68.5% | +37.8% |
| 5Y | +110.5% | -75.6% | +186.2% | +135.1% |
| 10Y | +416.8% | +159.6% | +257.2% | +265.9% |
| All | +1,527.6% | +1,084.1% | +443.5% | +890.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling