-30.5%
EPAM vs XPO
+133.2%
-163.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.9% |
| 7D | +2.4% | +9.0% | -6.6% | +0.5% |
| 30D | +42.3% | +4.2% | +38.2% | +40.5% |
| 3M | +60.7% | -8.7% | +69.3% | +63.4% |
| 6M | +80.5% | -2.8% | +83.3% | +80.2% |
| YTD | -20.4% | +41.9% | -62.2% | -28.9% |
| 1Y | -9.6% | +42.3% | -51.9% | -19.5% |
| 3Y | -30.5% | +127.3% | -157.7% | -44.4% |
| All | -30.5% | +133.2% | -163.7% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling