+470.8%
XHB vs EPAM
+1,058.6%
-587.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.7% |
| 7D | +1.3% | +13.4% | -12.1% | -2.1% |
| 30D | +7.8% | +47.1% | -39.3% | -2.0% |
| 3M | -5.5% | +71.2% | -76.6% | -17.2% |
| 6M | -2.6% | +48.9% | -51.5% | -13.1% |
| YTD | +0.4% | -22.2% | +22.6% | +2.8% |
| 1Y | -1.0% | -5.2% | +4.2% | -3.5% |
| 3Y | +37.3% | -34.9% | +72.3% | +41.1% |
| 5Y | +33.7% | -77.4% | +111.1% | +63.9% |
| 10Y | +256.9% | +158.1% | +98.8% | +138.8% |
| All | +470.8% | +1,058.6% | -587.8% | +208.3% |
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 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