-18.8%
LYB vs EPAM
-30.2%
+11.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | -0.6% | +18.5% | -19.1% | -3.6% |
| 30D | +5.3% | +44.0% | -38.7% | -1.3% |
| 3M | -1.2% | +63.0% | -64.2% | -9.6% |
| 6M | -13.1% | +67.3% | -80.4% | -21.9% |
| YTD | +49.3% | -20.5% | +69.9% | +57.1% |
| 1Y | +51.8% | -9.6% | +61.4% | +54.0% |
| All | -18.8% | -30.2% | +11.4% | -22.7% |
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