+58.1%
XLE vs EPAM
-31.1%
+89.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.6% | -4.2% |
| 7D | -10.3% | +23.0% | -33.3% | -11.6% |
| 30D | -3.3% | +51.6% | -54.9% | -6.3% |
| 3M | +8.2% | +50.8% | -42.6% | +4.7% |
| 6M | +5.0% | +51.1% | -46.1% | +1.4% |
| YTD | +40.6% | -19.1% | +59.7% | +42.9% |
| 1Y | +45.0% | +3.0% | +42.0% | +43.2% |
| All | +58.1% | -31.1% | +89.2% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling