+23.5%
XBI vs EPAM
-76.0%
+99.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.0% |
| 7D | +0.1% | +18.8% | -18.7% | -3.6% |
| 30D | +0.8% | +44.9% | -44.1% | -6.6% |
| 3M | -1.9% | +68.6% | -70.5% | -12.0% |
| 6M | +15.2% | +65.4% | -50.2% | +2.4% |
| YTD | +27.3% | -19.9% | +47.2% | +30.2% |
| 1Y | +41.5% | -10.0% | +51.5% | +41.0% |
| 3Y | +133.1% | -30.3% | +163.3% | +137.5% |
| All | +23.5% | -76.0% | +99.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling