+1,480.0%
ORLY vs EPAM
+751.2%
+728.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | -5.9% | +6.5% | -12.5% | -7.0% |
| 3M | -0.6% | +19.9% | -20.5% | -3.5% |
| 6M | -6.8% | -16.9% | +10.2% | -5.2% |
| YTD | -3.6% | -42.9% | +39.2% | +2.3% |
| 1Y | -16.3% | -30.4% | +14.0% | -13.8% |
| 3Y | +39.1% | -54.7% | +93.9% | +48.2% |
| 5Y | +125.4% | -81.8% | +207.2% | +161.7% |
| 10Y | +366.5% | +65.5% | +301.1% | +251.9% |
| All | +1,480.0% | +751.2% | +728.8% | +910.0% |
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