+164.0%
XBI vs EPAM
+63.0%
+100.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -3.6% | -2.2% | -1.5% | -3.1% |
| 30D | +0.9% | +17.8% | -16.9% | -3.6% |
| 3M | +21.4% | +19.9% | +1.5% | +13.7% |
| 6M | +25.5% | -21.6% | +47.1% | +31.8% |
| YTD | +30.8% | -44.0% | +74.9% | +49.2% |
| 1Y | +68.6% | -30.5% | +99.1% | +79.3% |
| 3Y | +103.9% | -56.8% | +160.7% | +139.0% |
| 5Y | +20.8% | -81.7% | +102.5% | +71.6% |
| 10Y | +164.0% | +68.4% | +95.6% | +35.2% |
| All | +164.0% | +63.0% | +100.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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