+154.0%
XEL vs EPAM
+63.0%
+91.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | -0.9% | +17.8% | -18.7% | -2.3% |
| 3M | -1.4% | +19.9% | -21.3% | -3.3% |
| 6M | -5.8% | -21.6% | +15.8% | -4.4% |
| YTD | +4.7% | -44.0% | +48.7% | +9.0% |
| 1Y | +9.1% | -30.5% | +39.6% | +11.0% |
| 3Y | +47.8% | -56.8% | +104.6% | +55.0% |
| 5Y | +29.0% | -81.7% | +110.7% | +46.7% |
| 10Y | +154.0% | +68.4% | +85.6% | +101.4% |
| All | +154.0% | +63.0% | +91.0% | +101.4% |
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