+174.3%
XLE vs EPAM
+65.3%
+109.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +2.2% | +2.0% | +0.3% | +1.9% |
| 30D | +11.8% | +6.5% | +5.3% | +10.5% |
| 3M | +9.8% | +19.9% | -10.1% | +6.5% |
| 6M | +15.6% | -16.9% | +32.5% | +17.4% |
| YTD | +45.3% | -42.9% | +88.1% | +54.3% |
| 1Y | +48.3% | -30.4% | +78.7% | +52.7% |
| 3Y | +55.4% | -54.7% | +110.2% | +65.6% |
| 5Y | +216.1% | -81.8% | +297.9% | +281.9% |
| All | +174.3% | +65.3% | +109.0% | +75.8% |
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