+511.3%
XBI vs EPAM
+1,084.1%
-572.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.8% | +18.5% | -20.3% | -6.9% |
| 30D | +3.2% | +44.0% | -40.8% | -7.3% |
| 3M | -1.1% | +63.0% | -64.1% | -14.4% |
| 6M | +16.1% | +67.3% | -51.1% | -2.1% |
| YTD | +28.3% | -20.5% | +48.9% | +30.7% |
| 1Y | +37.7% | -9.6% | +47.3% | +35.1% |
| 3Y | +134.9% | -30.8% | +165.8% | +137.8% |
| 5Y | +24.5% | -75.6% | +100.2% | +55.4% |
| 10Y | +139.4% | +159.6% | -20.2% | +38.2% |
| All | +511.3% | +1,084.1% | -572.9% | +189.7% |
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