+173.9%
XLE vs EPAM
+165.6%
+8.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -0.2% | +18.5% | -18.8% | -2.7% |
| 30D | -4.0% | +44.0% | -48.0% | -8.8% |
| 3M | +4.6% | +63.0% | -58.4% | -2.3% |
| 6M | +12.3% | +67.3% | -54.9% | +3.7% |
| YTD | +44.5% | -20.5% | +65.1% | +46.4% |
| 1Y | +42.4% | -9.6% | +52.0% | +41.6% |
| 3Y | +67.0% | -30.8% | +97.9% | +67.6% |
| 5Y | +161.9% | -75.6% | +237.5% | +207.3% |
| 10Y | +173.9% | +159.6% | +14.3% | +66.6% |
| All | +173.9% | +165.6% | +8.3% | +66.6% |
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