-1.7%
XHB vs EPAM
-10.0%
+8.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -4.1% | +18.5% | -22.6% | -4.5% |
| 30D | +9.6% | +44.0% | -34.4% | +8.1% |
| 3M | -6.0% | +63.0% | -69.0% | -7.7% |
| 6M | +2.2% | +67.3% | -65.1% | +0.8% |
| YTD | +1.1% | -20.5% | +21.7% | -0.3% |
| 1Y | -1.7% | -9.6% | +7.9% | -11.3% |
| All | -1.7% | -10.0% | +8.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling