+275.0%
XLB vs EPAM
+1,105.1%
-830.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -6.4% |
| 7D | -0.4% | +23.0% | -23.4% | -4.3% |
| 30D | +5.2% | +51.6% | -46.4% | -2.6% |
| 3M | -0.1% | +50.8% | -50.9% | -7.9% |
| 6M | +2.4% | +51.1% | -48.7% | -6.3% |
| YTD | +16.9% | -19.1% | +36.0% | +18.3% |
| 1Y | +25.0% | +3.0% | +22.1% | +20.9% |
| 3Y | +40.7% | -31.2% | +71.8% | +42.0% |
| 5Y | +31.6% | -76.5% | +108.1% | +52.5% |
| 10Y | +175.3% | +168.4% | +6.8% | +92.7% |
| All | +275.0% | +1,105.1% | -830.1% | +113.4% |
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 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