+134.0%
XLC vs EPAM
+31.4%
+102.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.6% |
| 7D | +6.2% | +18.8% | -12.6% | +1.9% |
| 30D | -2.4% | +44.9% | -47.3% | -10.5% |
| 3M | -3.3% | +68.6% | -71.9% | -14.5% |
| 6M | -7.3% | +65.4% | -72.7% | -18.7% |
| YTD | -7.6% | -19.9% | +12.3% | -5.8% |
| 1Y | -3.7% | -10.0% | +6.3% | -4.5% |
| 3Y | +62.9% | -30.3% | +93.2% | +64.1% |
| 5Y | +41.6% | -75.7% | +117.3% | +78.9% |
| All | +134.0% | +31.4% | +102.6% | +28.1% |
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 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