+49.9%
XLE vs EPAM
-15.2%
+65.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.2% | -4.7% |
| 7D | -7.2% | +0.8% | -8.0% | -7.2% |
| 30D | +0.1% | +24.9% | -24.8% | -0.4% |
| 3M | +9.2% | +22.6% | -13.4% | +8.8% |
| 6M | +8.4% | +24.2% | -15.8% | +7.6% |
| YTD | +44.9% | -33.0% | +77.8% | +42.3% |
| 1Y | +49.9% | -13.3% | +63.2% | +38.3% |
| All | +49.9% | -15.2% | +65.1% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling