+43.6%
XLE vs EPAM
-4.9%
+48.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | 0.0% |
| 7D | -12.0% | +13.4% | -25.4% | -11.9% |
| 30D | -2.7% | +47.1% | -49.8% | -3.1% |
| 3M | +6.6% | +71.2% | -64.6% | +6.1% |
| 6M | +9.5% | +48.9% | -39.4% | +8.8% |
| YTD | +40.6% | -22.2% | +62.8% | +37.8% |
| 1Y | +43.6% | -5.2% | +48.8% | +34.1% |
| All | +43.6% | -4.9% | +48.5% | +34.1% |
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