+43.0%
XLC vs EPAM
-76.2%
+119.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.5% | +18.5% | -15.1% | +0.6% |
| 30D | -2.6% | +44.0% | -46.6% | -8.2% |
| 3M | -2.1% | +63.0% | -65.1% | -9.6% |
| 6M | -5.5% | +67.3% | -72.7% | -13.8% |
| YTD | -6.9% | -20.5% | +13.6% | -5.3% |
| 1Y | -3.7% | -9.6% | +5.9% | -4.2% |
| 3Y | +64.2% | -30.8% | +95.0% | +65.5% |
| 5Y | +43.0% | -75.6% | +118.7% | +60.3% |
| All | +43.0% | -76.2% | +119.2% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling