+35.6%
XHB vs EPAM
-30.1%
+65.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +9.9% | +42.3% | -32.4% | +4.2% |
| 3M | -6.3% | +60.7% | -66.9% | -12.9% |
| 6M | +3.8% | +80.5% | -76.6% | -6.0% |
| YTD | +0.1% | -20.4% | +20.5% | +3.9% |
| 1Y | -0.8% | -9.6% | +8.8% | 0.0% |
| 3Y | +35.6% | -30.5% | +66.1% | +26.6% |
| All | +35.6% | -30.1% | +65.7% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling