-7.7%
OXY vs EPAM
+751.2%
-758.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.6% |
| 7D | +1.6% | +2.0% | -0.4% | +1.3% |
| 30D | +11.6% | +6.5% | +5.1% | +10.3% |
| 3M | +2.8% | +19.9% | -17.1% | -0.3% |
| 6M | +13.0% | -16.9% | +30.0% | +14.8% |
| YTD | +47.4% | -42.9% | +90.3% | +56.1% |
| 1Y | +31.5% | -30.4% | +61.8% | +35.1% |
| 3Y | -1.9% | -54.7% | +52.8% | +4.3% |
| 5Y | +148.0% | -81.8% | +229.8% | +189.3% |
| 10Y | +2.3% | +65.5% | -63.2% | -24.3% |
| All | -7.7% | +751.2% | -758.9% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling