-17.1%
LYB vs EPAM
-29.8%
+12.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +3.7% | -1.1% | +4.8% | +3.8% |
| 30D | +6.4% | +41.8% | -35.4% | 0.0% |
| 3M | +2.8% | +63.4% | -60.6% | -6.0% |
| 6M | -12.2% | +72.2% | -84.4% | -21.6% |
| YTD | +52.4% | -20.0% | +72.5% | +60.2% |
| 1Y | +56.8% | -9.0% | +65.8% | +58.9% |
| All | -17.1% | -29.8% | +12.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling