+22.1%
LYB vs EPAM
-24.0%
+46.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.1% |
| 7D | +0.3% | +0.7% | -0.5% | +0.2% |
| 30D | +2.5% | +17.6% | -15.1% | +1.7% |
| 3M | +1.4% | +27.1% | -25.7% | -0.3% |
| 6M | -3.5% | -17.0% | +13.5% | -1.5% |
| YTD | +52.0% | -42.4% | +94.4% | +61.8% |
| 1Y | +22.1% | -25.3% | +47.4% | +17.5% |
| All | +22.1% | -24.0% | +46.0% | +17.5% |
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 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