+1,514.2%
ORLY vs EPAM
+1,040.5%
+473.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -1.0% | +9.1% | -10.1% | -2.4% |
| 30D | +3.9% | +38.5% | -34.6% | -0.9% |
| 3M | -4.0% | +61.0% | -65.0% | -10.4% |
| 6M | -3.4% | +58.0% | -61.4% | -10.2% |
| YTD | -1.6% | -23.5% | +21.9% | +0.1% |
| 1Y | -7.5% | -10.5% | +3.0% | -8.1% |
| 3Y | +37.7% | -33.8% | +71.5% | +38.7% |
| 5Y | +109.3% | -78.1% | +187.4% | +138.5% |
| 10Y | +409.9% | +157.7% | +252.2% | +261.4% |
| All | +1,514.2% | +1,040.5% | +473.6% | +887.8% |
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 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