+38.6%
OXY vs EPAM
-30.2%
+68.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.6% |
| 30D | +4.5% | +17.8% | -13.3% | +5.1% |
| 3M | +8.9% | +19.9% | -11.0% | +9.5% |
| 6M | +12.5% | -21.6% | +34.1% | +10.4% |
| YTD | +50.5% | -44.0% | +94.5% | +47.5% |
| 1Y | +38.6% | -30.5% | +69.1% | +28.5% |
| All | +38.6% | -30.2% | +68.8% | +28.5% |
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 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