+47.7%
LYB vs EPAM
+69.2%
-21.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -4.5% | +3.8% | +0.2% |
| 30D | +1.5% | +14.6% | -13.1% | -1.5% |
| 3M | -0.3% | +23.1% | -23.4% | -5.8% |
| 6M | +0.1% | -19.5% | +19.5% | +3.1% |
| YTD | +53.4% | -44.1% | +97.5% | +70.2% |
| 1Y | +25.6% | -25.2% | +50.8% | +29.8% |
| 3Y | -21.3% | -56.8% | +35.6% | -11.1% |
| 5Y | -2.4% | -81.7% | +79.3% | +25.8% |
| All | +47.7% | +69.2% | -21.6% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling