+40.4%
XLB vs EPAM
-33.7%
+74.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.3% |
| 7D | -1.5% | +13.4% | -14.9% | -2.9% |
| 30D | +6.1% | +47.1% | -41.0% | +1.4% |
| 3M | 0.0% | +71.2% | -71.1% | -6.2% |
| 6M | 0.0% | +48.9% | -49.0% | -5.2% |
| YTD | +16.0% | -22.2% | +38.3% | +19.6% |
| 1Y | +24.7% | -5.2% | +29.9% | +24.2% |
| 3Y | +40.4% | -34.9% | +75.3% | +38.1% |
| All | +40.4% | -33.7% | +74.1% | +38.1% |
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