+207.7%
LYB vs EPAM
+751.2%
-543.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | +8.7% | +6.5% | +2.2% | +6.7% |
| 3M | -3.0% | +19.9% | -23.0% | -7.6% |
| 6M | +4.7% | -16.9% | +21.7% | +7.1% |
| YTD | +51.6% | -42.9% | +94.5% | +66.1% |
| 1Y | +24.4% | -30.4% | +54.7% | +30.2% |
| 3Y | -23.5% | -54.7% | +31.3% | -15.0% |
| 5Y | -6.5% | -81.8% | +75.3% | +15.7% |
| 10Y | +40.5% | +65.5% | -25.0% | -1.0% |
| All | +207.7% | +751.2% | -543.5% | +60.7% |
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 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