+142.5%
XLC vs EPAM
-6.3%
+148.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +1.0% | +6.5% | -5.5% | -0.8% |
| 3M | -0.7% | +19.9% | -20.6% | -5.6% |
| 6M | -5.1% | -16.9% | +11.8% | -2.6% |
| YTD | -4.3% | -42.9% | +38.6% | +5.9% |
| 1Y | -0.6% | -30.4% | +29.8% | +4.6% |
| 3Y | +72.7% | -54.7% | +127.4% | +93.0% |
| 5Y | +38.0% | -81.8% | +119.8% | +84.5% |
| All | +142.5% | -6.3% | +148.8% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling