+187.7%
XEL vs EPAM
+158.4%
+29.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +9.2% | +41.8% | -32.7% | +6.0% |
| 3M | +4.5% | +63.4% | -58.8% | +0.1% |
| 6M | +3.6% | +72.2% | -68.6% | -1.7% |
| YTD | +12.9% | -20.0% | +32.9% | +14.0% |
| 1Y | +4.1% | -9.0% | +13.1% | +3.8% |
| 3Y | +52.3% | -30.4% | +82.7% | +52.9% |
| 5Y | +51.6% | -75.6% | +127.2% | +70.3% |
| All | +187.7% | +158.4% | +29.2% | +117.3% |
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 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