+736.0%
EPAM vs XPO
+4,755.0%
-4,019.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.6% |
| 7D | +2.0% | +2.4% | -0.5% | +1.2% |
| 30D | +6.5% | -3.5% | +10.1% | +7.4% |
| 3M | +19.9% | -11.9% | +31.9% | +23.6% |
| 6M | -16.9% | -10.0% | -7.0% | -15.5% |
| YTD | -42.9% | +42.1% | -85.0% | -49.0% |
| 1Y | -30.4% | +47.6% | -78.0% | -39.0% |
| 3Y | -54.7% | +153.6% | -208.3% | -67.2% |
| 5Y | -81.8% | +266.5% | -348.3% | -88.6% |
| 10Y | +65.5% | +1,460.4% | -1,395.0% | -26.5% |
| All | +736.0% | +4,755.0% | -4,019.0% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling