-13.0%
OXY vs EPAM
+1,058.6%
-1,071.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | -11.9% | +13.4% | -25.3% | -13.6% |
| 30D | -3.1% | +47.1% | -50.2% | -8.2% |
| 3M | +1.1% | +71.2% | -70.1% | -6.1% |
| 6M | +3.2% | +48.9% | -45.7% | -3.1% |
| YTD | +39.0% | -22.2% | +61.3% | +41.0% |
| 1Y | +42.7% | -5.2% | +47.9% | +40.6% |
| 3Y | -3.5% | -34.9% | +31.4% | -2.4% |
| 5Y | +81.3% | -77.4% | +158.7% | +107.7% |
| 10Y | +11.2% | +158.1% | -146.9% | -22.5% |
| All | -13.0% | +1,058.6% | -1,071.6% | -48.6% |
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