+218.0%
XLE vs EPAM
-81.9%
+299.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +2.2% | +2.0% | +0.3% | +2.1% |
| 30D | +11.8% | +6.5% | +5.3% | +11.3% |
| 3M | +9.8% | +19.9% | -10.1% | +8.6% |
| 6M | +15.6% | -16.9% | +32.5% | +16.3% |
| YTD | +45.3% | -42.9% | +88.1% | +48.5% |
| 1Y | +48.3% | -30.4% | +78.7% | +49.9% |
| 3Y | +55.4% | -54.7% | +110.2% | +57.9% |
| All | +218.0% | -81.9% | +299.9% | +238.2% |
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