+188.4%
XLE vs EPAM
+751.2%
-562.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +2.2% | +2.0% | +0.3% | +1.9% |
| 30D | +11.8% | +6.5% | +5.3% | +10.5% |
| 3M | +9.8% | +19.9% | -10.1% | +6.5% |
| 6M | +15.6% | -16.9% | +32.5% | +17.4% |
| YTD | +45.3% | -42.9% | +88.1% | +54.0% |
| 1Y | +48.3% | -30.4% | +78.7% | +52.6% |
| 3Y | +55.4% | -54.7% | +110.2% | +65.5% |
| 5Y | +216.1% | -81.8% | +297.9% | +266.8% |
| 10Y | +178.4% | +65.5% | +112.9% | +105.8% |
| All | +188.4% | +751.2% | -562.8% | +78.7% |
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