+359.2%
XEL vs EPAM
+751.2%
-392.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.0% | +2.0% | -2.9% | -1.1% |
| 30D | -1.9% | +6.5% | -8.4% | -2.5% |
| 3M | -1.9% | +19.9% | -21.8% | -3.5% |
| 6M | -7.4% | -16.9% | +9.5% | -6.6% |
| YTD | +4.1% | -42.9% | +46.9% | +7.6% |
| 1Y | +8.0% | -30.4% | +38.4% | +9.8% |
| 3Y | +48.4% | -54.7% | +103.1% | +53.9% |
| 5Y | +27.2% | -81.8% | +109.1% | +39.3% |
| 10Y | +146.8% | +65.5% | +81.4% | +118.5% |
| All | +359.2% | +751.2% | -392.0% | +290.3% |
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