+389.8%
XEL vs EPAM
+1,093.7%
-704.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.4% |
| 7D | +1.7% | +18.8% | -17.1% | +0.4% |
| 30D | +8.6% | +44.9% | -36.4% | +5.6% |
| 3M | +5.1% | +68.6% | -63.5% | +0.9% |
| 6M | +2.5% | +65.4% | -62.9% | -1.8% |
| YTD | +11.0% | -19.9% | +30.9% | +11.8% |
| 1Y | +2.7% | -10.0% | +12.8% | +2.5% |
| 3Y | +49.7% | -30.3% | +80.0% | +50.1% |
| 5Y | +46.1% | -75.7% | +121.8% | +56.9% |
| 10Y | +181.5% | +167.2% | +14.3% | +141.4% |
| All | +389.8% | +1,093.7% | -704.0% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling