+540.6%
XBI vs EPAM
+751.2%
-210.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.3% |
| 30D | +7.1% | +6.5% | +0.5% | +4.7% |
| 3M | +22.9% | +19.9% | +3.0% | +15.3% |
| 6M | +29.7% | -16.9% | +46.6% | +33.7% |
| YTD | +34.5% | -42.9% | +77.4% | +51.6% |
| 1Y | +76.1% | -30.4% | +106.4% | +86.7% |
| 3Y | +103.2% | -54.7% | +157.9% | +133.4% |
| 5Y | +22.8% | -81.8% | +104.7% | +66.8% |
| 10Y | +176.3% | +65.5% | +110.8% | +81.7% |
| All | +540.6% | +751.2% | -210.6% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling