+49.0%
LYB vs EPAM
+4.5%
+44.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.7% | -2.3% |
| 7D | -5.7% | +23.0% | -28.7% | -6.0% |
| 30D | +4.6% | +51.6% | -47.0% | +3.9% |
| 3M | +5.5% | +50.8% | -45.3% | +4.9% |
| 6M | -19.1% | +51.1% | -70.2% | -19.6% |
| YTD | +47.1% | -19.1% | +66.2% | +49.5% |
| 1Y | +49.0% | +3.0% | +46.0% | +64.4% |
| All | +49.0% | +4.5% | +44.5% | +64.4% |
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