+164.2%
XLB vs EPAM
+168.6%
-4.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -1.0% |
| 7D | +0.5% | +18.8% | -18.3% | -3.1% |
| 30D | +6.9% | +44.9% | -38.0% | -0.7% |
| 3M | -0.2% | +68.6% | -68.7% | -10.1% |
| 6M | +3.3% | +65.4% | -62.1% | -7.7% |
| YTD | +18.0% | -19.9% | +37.9% | +20.0% |
| 1Y | +24.2% | -10.0% | +34.2% | +23.3% |
| 3Y | +44.7% | -30.3% | +75.0% | +45.8% |
| 5Y | +31.6% | -75.7% | +107.2% | +59.3% |
| 10Y | +164.2% | +167.2% | -3.0% | +52.4% |
| All | +164.2% | +168.6% | -4.4% | +52.4% |
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