+179.1%
XLE vs EPAM
+1,105.1%
-926.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.6% | -5.5% |
| 7D | -10.3% | +23.0% | -33.3% | -12.9% |
| 30D | -3.3% | +51.6% | -54.9% | -8.7% |
| 3M | +8.2% | +50.8% | -42.6% | +1.8% |
| 6M | +5.0% | +51.1% | -46.1% | -1.7% |
| YTD | +40.6% | -19.1% | +59.7% | +41.9% |
| 1Y | +45.0% | +3.0% | +42.0% | +41.4% |
| 3Y | +56.3% | -31.2% | +87.5% | +57.0% |
| 5Y | +152.2% | -76.5% | +228.7% | +185.1% |
| 10Y | +173.0% | +168.4% | +4.6% | +88.9% |
| All | +179.1% | +1,105.1% | -926.0% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling