-62.4%
XE vs EPAM
+36.2%
-98.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -0.4% |
| 7D | -0.1% | +18.8% | -18.9% | +5.3% |
| 30D | -20.0% | +44.9% | -64.9% | -13.3% |
| 3M | -46.9% | +68.6% | -115.4% | -40.6% |
| 6M | -63.7% | +65.4% | -129.1% | -60.6% |
| All | -62.4% | +36.2% | -98.6% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling