+9.5%
OXY vs EPAM
+163.7%
-154.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -8.2% | +9.1% | -17.2% | -9.4% |
| 30D | -7.2% | +38.5% | -45.7% | -11.4% |
| 3M | +0.2% | +61.0% | -60.8% | -6.2% |
| 6M | +6.1% | +58.0% | -51.9% | -1.3% |
| YTD | +37.5% | -23.5% | +61.0% | +40.0% |
| 1Y | +37.7% | -10.5% | +48.2% | +36.8% |
| 3Y | -2.8% | -33.8% | +31.1% | -1.8% |
| 5Y | +77.6% | -78.1% | +155.8% | +118.9% |
| 10Y | +9.5% | +157.7% | -148.3% | -31.3% |
| All | +9.5% | +163.7% | -154.2% | -31.3% |
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