+9.1%
XLF vs EPAM
-32.1%
+41.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | +0.2% | +6.5% | -6.4% | -0.6% |
| 3M | +11.7% | +19.9% | -8.2% | +8.9% |
| 6M | +13.8% | -16.9% | +30.7% | +15.6% |
| YTD | +7.0% | -42.9% | +49.9% | +12.9% |
| 1Y | +9.1% | -30.4% | +39.5% | +11.9% |
| All | +9.1% | -32.1% | +41.3% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling