+387.0%
XEL vs EPAM
+1,058.6%
-671.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -0.2% | +13.4% | -13.6% | -1.2% |
| 30D | +10.0% | +47.1% | -37.1% | +6.9% |
| 3M | +4.3% | +71.2% | -66.8% | +0.1% |
| 6M | +0.5% | +48.9% | -48.5% | -3.0% |
| YTD | +10.4% | -22.2% | +32.6% | +11.4% |
| 1Y | +2.0% | -5.2% | +7.2% | +1.2% |
| 3Y | +45.6% | -34.9% | +80.5% | +46.8% |
| 5Y | +46.6% | -77.4% | +124.0% | +58.6% |
| 10Y | +168.3% | +158.1% | +10.2% | +130.6% |
| All | +387.0% | +1,058.6% | -671.6% | +304.0% |
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 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