+20.8%
XBI vs EPAM
-81.8%
+102.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -3.6% | -2.2% | -1.5% | -3.2% |
| 30D | +0.9% | +17.8% | -16.9% | -2.3% |
| 3M | +21.4% | +19.9% | +1.5% | +16.0% |
| 6M | +25.5% | -21.6% | +47.1% | +30.3% |
| YTD | +30.8% | -44.0% | +74.9% | +44.5% |
| 1Y | +68.6% | -30.5% | +99.1% | +76.9% |
| 3Y | +103.9% | -56.8% | +160.7% | +129.7% |
| 5Y | +20.8% | -81.7% | +102.5% | +53.3% |
| All | +20.8% | -81.8% | +102.5% | +53.3% |
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