+31.0%
XLB vs EPAM
-76.2%
+107.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.6% | +18.5% | -20.2% | -3.9% |
| 30D | +7.2% | +44.0% | -36.8% | +2.3% |
| 3M | 0.0% | +63.0% | -62.9% | -6.2% |
| 6M | +2.3% | +67.3% | -64.9% | -5.0% |
| YTD | +18.4% | -20.5% | +38.9% | +20.2% |
| 1Y | +23.3% | -9.6% | +33.0% | +22.9% |
| 3Y | +45.2% | -30.8% | +76.0% | +46.2% |
| 5Y | +31.0% | -75.6% | +106.6% | +42.2% |
| All | +31.0% | -76.2% | +107.2% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling