-4.6%
LYB vs EPAM
-75.7%
+71.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.1% | +2.4% | +3.7% | +5.8% |
| 30D | +5.3% | +42.3% | -37.0% | +0.4% |
| 3M | +4.3% | +60.7% | -56.3% | -2.2% |
| 6M | -10.8% | +80.5% | -91.3% | -18.4% |
| YTD | +53.8% | -20.4% | +74.1% | +56.5% |
| 1Y | +50.5% | -9.6% | +60.1% | +50.2% |
| 3Y | -16.4% | -30.5% | +14.1% | -15.8% |
| All | -4.6% | -75.7% | +71.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling