+160.6%
OXY vs EPAM
-81.7%
+242.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +8.5% | +18.4% | -9.9% | +8.0% |
| 3M | +6.0% | +19.2% | -13.2% | +5.3% |
| 6M | +13.0% | -21.0% | +33.9% | +13.5% |
| YTD | +48.9% | -43.7% | +92.6% | +51.2% |
| 1Y | +36.4% | -29.9% | +66.3% | +37.2% |
| 3Y | -2.3% | -56.5% | +54.3% | -2.0% |
| 5Y | +160.6% | -81.7% | +242.3% | +179.5% |
| All | +160.6% | -81.7% | +242.3% | +179.5% |
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 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