+133.1%
XLC vs EPAM
+25.5%
+107.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +2.8% |
| 7D | +7.1% | +9.1% | -2.0% | +4.6% |
| 30D | -2.7% | +38.5% | -41.2% | -10.0% |
| 3M | -3.2% | +61.0% | -64.1% | -13.5% |
| 6M | -7.7% | +58.0% | -65.7% | -18.2% |
| YTD | -8.0% | -23.5% | +15.5% | -5.2% |
| 1Y | -3.1% | -10.5% | +7.5% | -3.9% |
| 3Y | +64.9% | -33.8% | +98.7% | +68.1% |
| 5Y | +39.5% | -78.1% | +117.6% | +82.3% |
| All | +133.1% | +25.5% | +107.6% | +28.9% |
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