-78.1%
EPAM vs XPO
+296.5%
-374.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.8% | -3.6% |
| 7D | +9.1% | -1.9% | +11.0% | +9.2% |
| 30D | +38.5% | +2.5% | +36.0% | +36.5% |
| 3M | +61.0% | -7.2% | +68.1% | +63.5% |
| 6M | +58.0% | -8.1% | +66.1% | +60.3% |
| YTD | -23.5% | +38.3% | -61.8% | -34.3% |
| 1Y | -10.5% | +33.6% | -44.1% | -22.5% |
| 3Y | -33.8% | +133.1% | -166.9% | -57.5% |
| 5Y | -78.1% | +308.9% | -387.0% | -90.0% |
| All | -78.1% | +296.5% | -374.6% | -90.0% |
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