+212.1%
LYB vs EPAM
+1,086.5%
-874.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.1% | +2.4% | +3.7% | +5.6% |
| 30D | +5.3% | +42.3% | -37.0% | -2.4% |
| 3M | +4.3% | +60.7% | -56.3% | -5.9% |
| 6M | -10.8% | +80.5% | -91.3% | -22.5% |
| YTD | +53.8% | -20.4% | +74.1% | +56.5% |
| 1Y | +50.5% | -9.6% | +60.1% | +48.9% |
| 3Y | -16.4% | -30.5% | +14.1% | -15.3% |
| 5Y | -4.8% | -75.7% | +70.9% | +11.2% |
| 10Y | +38.2% | +160.1% | -121.9% | -11.3% |
| All | +212.1% | +1,086.5% | -874.4% | +51.4% |
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 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