+127.5%
XLC vs EPAM
+27.5%
+100.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.2% |
| 7D | +4.9% | +13.4% | -8.5% | +1.6% |
| 30D | -5.8% | +47.1% | -52.9% | -14.0% |
| 3M | -5.4% | +71.2% | -76.6% | -16.7% |
| 6M | -10.2% | +48.9% | -59.1% | -19.4% |
| YTD | -10.2% | -22.2% | +12.1% | -7.8% |
| 1Y | -5.6% | -5.2% | -0.4% | -7.7% |
| 3Y | +61.0% | -34.9% | +95.9% | +64.9% |
| 5Y | +35.2% | -77.4% | +112.7% | +74.9% |
| All | +127.5% | +27.5% | +100.0% | +25.4% |
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 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