+30.8%
XEL vs EPAM
-81.9%
+112.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -1.0% | +2.0% | -2.9% | -1.0% |
| 30D | -1.9% | +6.5% | -8.4% | -2.1% |
| 3M | -1.9% | +19.9% | -21.8% | -2.5% |
| 6M | -7.4% | -16.9% | +9.5% | -7.1% |
| YTD | +4.1% | -42.9% | +46.9% | +5.5% |
| 1Y | +8.0% | -30.4% | +38.4% | +8.7% |
| 3Y | +48.4% | -54.7% | +103.1% | +50.5% |
| All | +30.8% | -81.9% | +112.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling