+4.1%
XEL vs EPAM
-9.2%
+13.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | +9.2% | +41.8% | -32.7% | +10.9% |
| 3M | +4.5% | +63.4% | -58.8% | +6.9% |
| 6M | +3.6% | +72.2% | -68.6% | +6.3% |
| YTD | +12.9% | -20.0% | +32.9% | +9.0% |
| 1Y | +4.1% | -9.0% | +13.1% | +5.7% |
| All | +4.1% | -9.2% | +13.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling