+36.1%
OXY vs EPAM
-11.8%
+47.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -8.2% | +9.1% | -17.2% | -7.8% |
| 30D | -7.2% | +38.5% | -45.7% | -6.4% |
| 3M | +0.2% | +61.0% | -60.8% | +2.1% |
| 6M | +6.1% | +58.0% | -51.9% | +7.9% |
| YTD | +37.5% | -23.5% | +61.0% | +32.0% |
| All | +36.1% | -11.8% | +47.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling