+64.5%
EPAM vs XPO
+1,450.2%
-1,385.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.8% |
| 30D | +18.4% | -6.2% | +24.5% | +20.5% |
| 3M | +19.2% | -15.4% | +34.6% | +25.2% |
| 6M | -21.0% | +0.7% | -21.7% | -22.2% |
| YTD | -43.7% | +39.8% | -83.6% | -50.8% |
| 1Y | -29.9% | +43.3% | -73.2% | -39.7% |
| 3Y | -56.5% | +166.0% | -222.6% | -71.4% |
| 5Y | -81.7% | +274.2% | -355.8% | -89.9% |
| 10Y | +64.5% | +1,429.0% | -1,364.5% | -38.2% |
| All | +64.5% | +1,450.2% | -1,385.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling