+473.0%
XHB vs EPAM
+751.2%
-278.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.5% |
| 7D | -1.3% | +2.0% | -3.2% | -1.8% |
| 30D | -6.9% | +6.5% | -13.4% | -8.6% |
| 3M | -1.3% | +19.9% | -21.2% | -6.4% |
| 6M | -6.8% | -16.9% | +10.1% | -4.3% |
| YTD | +0.7% | -42.9% | +43.6% | +11.6% |
| 1Y | -11.2% | -30.4% | +19.1% | -6.6% |
| 3Y | +25.3% | -54.7% | +80.1% | +41.1% |
| 5Y | +37.3% | -81.8% | +119.1% | +77.0% |
| 10Y | +211.5% | +65.5% | +146.1% | +131.0% |
| All | +473.0% | +751.2% | -278.2% | +234.8% |
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