+37.7%
XLC vs EPAM
-81.9%
+119.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +1.0% | +6.5% | -5.5% | -0.2% |
| 3M | -0.7% | +19.9% | -20.6% | -4.1% |
| 6M | -5.1% | -16.9% | +11.8% | -3.3% |
| YTD | -4.3% | -42.9% | +38.6% | +2.9% |
| 1Y | -0.6% | -30.4% | +29.8% | +3.1% |
| 3Y | +72.7% | -54.7% | +127.4% | +86.7% |
| All | +37.7% | -81.9% | +119.6% | +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 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