-81.3%
EPAM vs XPO
+265.7%
-347.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.9% |
| 7D | +2.0% | +2.4% | -0.5% | +1.0% |
| 30D | +6.5% | -3.5% | +10.1% | +7.7% |
| 3M | +19.9% | -11.9% | +31.9% | +24.6% |
| 6M | -16.9% | -10.0% | -7.0% | -15.2% |
| YTD | -42.9% | +42.1% | -85.0% | -51.0% |
| 1Y | -30.4% | +47.6% | -78.0% | -41.8% |
| 3Y | -54.7% | +153.6% | -208.3% | -71.9% |
| All | -81.3% | +265.7% | -347.1% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling