+272.3%
XLB vs EPAM
+1,058.6%
-786.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.1% |
| 7D | -1.5% | +13.4% | -14.9% | -4.0% |
| 30D | +6.1% | +47.1% | -41.0% | -1.3% |
| 3M | 0.0% | +71.2% | -71.1% | -9.5% |
| 6M | 0.0% | +48.9% | -49.0% | -8.3% |
| YTD | +16.0% | -22.2% | +38.3% | +18.2% |
| 1Y | +24.7% | -5.2% | +29.9% | +22.5% |
| 3Y | +40.4% | -34.9% | +75.3% | +43.1% |
| 5Y | +30.7% | -77.4% | +108.1% | +52.4% |
| 10Y | +173.3% | +158.1% | +15.2% | +92.5% |
| All | +272.3% | +1,058.6% | -786.3% | +113.2% |
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 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