+107.2%
XBI vs EPAM
-56.4%
+163.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +2.9% | +18.4% | -15.5% | +0.1% |
| 3M | +26.2% | +19.2% | +7.0% | +21.5% |
| 6M | +30.7% | -21.0% | +51.7% | +36.3% |
| YTD | +32.9% | -43.7% | +76.7% | +47.7% |
| 1Y | +72.3% | -29.9% | +102.1% | +81.1% |
| 3Y | +107.2% | -56.5% | +163.7% | +123.8% |
| All | +107.2% | -56.4% | +163.5% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling