+209.4%
LYB vs EPAM
+1,091.5%
-882.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +3.7% | -1.1% | +4.8% | +3.9% |
| 30D | +6.4% | +41.8% | -35.4% | -1.3% |
| 3M | +2.8% | +63.4% | -60.6% | -7.6% |
| 6M | -12.2% | +72.2% | -84.4% | -23.0% |
| YTD | +52.4% | -20.0% | +72.5% | +55.0% |
| 1Y | +56.8% | -9.0% | +65.8% | +55.0% |
| 3Y | -17.2% | -30.4% | +13.2% | -16.1% |
| 5Y | -5.6% | -75.6% | +70.0% | +10.2% |
| 10Y | +37.0% | +161.2% | -124.2% | -12.1% |
| All | +209.4% | +1,091.5% | -882.0% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling