+163.9%
XLE vs EPAM
+168.6%
-4.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -0.1% |
| 7D | -6.7% | +18.8% | -25.5% | -9.0% |
| 30D | -4.4% | +44.9% | -49.4% | -9.2% |
| 3M | +4.0% | +68.6% | -64.6% | -3.3% |
| 6M | +13.2% | +65.4% | -52.3% | +4.7% |
| YTD | +41.9% | -19.9% | +61.8% | +43.6% |
| 1Y | +41.6% | -10.0% | +51.6% | +40.9% |
| 3Y | +64.0% | -30.3% | +94.2% | +64.4% |
| 5Y | +158.1% | -75.7% | +233.8% | +203.4% |
| 10Y | +163.9% | +167.2% | -3.2% | +63.3% |
| All | +163.9% | +168.6% | -4.7% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling