+175.3%
XEL vs EPAM
+163.7%
+11.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +1.1% | +9.1% | -8.0% | +0.2% |
| 30D | +8.7% | +38.5% | -29.8% | +5.7% |
| 3M | +3.5% | +61.0% | -57.4% | -0.7% |
| 6M | +2.6% | +58.0% | -55.5% | -2.0% |
| YTD | +11.1% | -23.5% | +34.5% | +12.5% |
| 1Y | +2.2% | -10.5% | +12.7% | +1.9% |
| 3Y | +51.1% | -33.8% | +84.9% | +52.3% |
| 5Y | +48.0% | -78.1% | +126.2% | +69.2% |
| 10Y | +175.3% | +157.7% | +17.6% | +108.0% |
| All | +175.3% | +163.7% | +11.6% | +108.0% |
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 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