+5.3%
OXY vs EPAM
+63.0%
-57.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +4.5% | +17.8% | -13.3% | +2.3% |
| 3M | +8.9% | +19.9% | -11.0% | +5.5% |
| 6M | +12.5% | -21.6% | +34.1% | +15.1% |
| YTD | +50.5% | -44.0% | +94.5% | +60.2% |
| 1Y | +38.6% | -30.5% | +69.1% | +42.5% |
| 3Y | -1.2% | -56.8% | +55.5% | +5.9% |
| 5Y | +161.6% | -81.7% | +243.3% | +218.4% |
| 10Y | +5.3% | +68.4% | -63.1% | -34.5% |
| All | +5.3% | +63.0% | -57.7% | -34.5% |
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