+205.7%
XHB vs EPAM
+65.2%
+140.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -9.1% | +18.4% | -27.4% | -12.9% |
| 3M | -2.3% | +19.2% | -21.5% | -7.7% |
| 6M | -4.1% | -21.0% | +16.8% | 0.0% |
| YTD | -1.7% | -43.7% | +42.0% | +10.4% |
| 1Y | -15.1% | -29.9% | +14.8% | -10.5% |
| 3Y | +26.8% | -56.5% | +83.4% | +46.0% |
| 5Y | +37.3% | -81.7% | +119.0% | +86.8% |
| 10Y | +205.7% | +64.5% | +141.2% | +85.1% |
| All | +205.7% | +65.2% | +140.4% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling