+76.7%
OXY vs EPAM
-77.4%
+154.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -11.9% | +13.4% | -25.3% | -12.3% |
| 30D | -3.1% | +47.1% | -50.2% | -4.4% |
| 3M | +1.1% | +71.2% | -70.1% | -0.7% |
| 6M | +3.2% | +48.9% | -45.7% | +1.6% |
| YTD | +39.0% | -22.2% | +61.3% | +39.7% |
| 1Y | +42.7% | -5.2% | +47.9% | +42.1% |
| 3Y | -3.5% | -34.9% | +31.4% | -4.2% |
| All | +76.7% | -77.4% | +154.2% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling