+16.6%
OXY vs EPAM
+158.4%
-141.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +3.6% | -1.1% | +4.7% | +3.8% |
| 30D | -5.3% | +41.8% | -47.1% | -9.8% |
| 3M | +0.2% | +63.4% | -63.2% | -6.4% |
| 6M | +4.7% | +72.2% | -67.5% | -3.7% |
| YTD | +44.0% | -20.0% | +64.1% | +45.8% |
| 1Y | +42.1% | -9.0% | +51.1% | +41.0% |
| 3Y | +1.2% | -30.4% | +31.6% | +1.5% |
| 5Y | +95.7% | -75.6% | +171.3% | +133.8% |
| All | +16.6% | +158.4% | -141.8% | -28.8% |
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 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