+166.9%
XLE vs EPAM
-75.7%
+242.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | +2.4% | +3.0% | +5.3% |
| 30D | -3.9% | +42.3% | -46.3% | -5.6% |
| 3M | +7.0% | +60.7% | -53.6% | +4.5% |
| 6M | +14.2% | +80.5% | -66.3% | +10.5% |
| YTD | +48.2% | -20.4% | +68.5% | +49.0% |
| 1Y | +47.7% | -9.6% | +57.3% | +47.4% |
| 3Y | +70.0% | -30.5% | +100.5% | +69.4% |
| All | +166.9% | -75.7% | +242.6% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling