+35.8%
XLC vs EPAM
-77.4%
+113.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | +4.9% | +13.4% | -8.5% | +2.6% |
| 30D | -5.8% | +47.1% | -52.9% | -11.5% |
| 3M | -5.4% | +71.2% | -76.6% | -13.4% |
| 6M | -10.2% | +48.9% | -59.1% | -16.6% |
| YTD | -10.2% | -22.2% | +12.1% | -8.3% |
| 1Y | -5.6% | -5.2% | -0.4% | -6.9% |
| 3Y | +61.0% | -34.9% | +95.9% | +63.9% |
| All | +35.8% | -77.4% | +113.3% | +56.8% |
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