-22.0%
LYB vs EPAM
-57.1%
+35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -4.5% | +3.8% | +0.1% |
| 30D | +1.5% | +14.6% | -13.1% | -1.0% |
| 3M | -0.3% | +23.1% | -23.4% | -5.1% |
| 6M | +0.1% | -19.5% | +19.5% | +3.8% |
| YTD | +53.4% | -44.1% | +97.5% | +72.0% |
| 1Y | +25.6% | -25.2% | +50.8% | +29.7% |
| All | -22.0% | -57.1% | +35.1% | -16.4% |
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 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