+61.0%
XLC vs EPAM
-33.7%
+94.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.9% |
| 7D | +4.9% | +13.4% | -8.5% | +3.2% |
| 30D | -5.8% | +47.1% | -52.9% | -10.4% |
| 3M | -5.4% | +71.2% | -76.6% | -11.8% |
| 6M | -10.2% | +48.9% | -59.1% | -15.3% |
| YTD | -10.2% | -22.2% | +12.1% | -8.0% |
| 1Y | -5.6% | -5.2% | -0.4% | -6.4% |
| 3Y | +61.0% | -34.9% | +95.9% | +61.4% |
| All | +61.0% | -33.7% | +94.7% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling