-2.1%
LYB vs EPAM
-81.9%
+79.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.8% |
| 30D | +4.0% | +17.8% | -13.7% | +1.9% |
| 3M | +2.4% | +19.9% | -17.5% | -0.6% |
| 6M | -1.4% | -21.6% | +20.2% | +0.9% |
| YTD | +53.9% | -44.0% | +98.0% | +64.2% |
| 1Y | +26.1% | -30.5% | +56.6% | +30.1% |
| 3Y | -21.0% | -56.8% | +35.7% | -15.8% |
| All | -2.1% | -81.9% | +79.8% | +1.6% |
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