+246.5%
XLF vs EPAM
+69.2%
+177.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | -1.6% | +14.6% | -16.2% | -4.3% |
| 3M | +9.3% | +23.1% | -13.8% | +3.8% |
| 6M | +14.6% | -19.5% | +34.0% | +18.1% |
| YTD | +4.7% | -44.1% | +48.8% | +15.3% |
| 1Y | +8.6% | -25.2% | +33.8% | +12.2% |
| 3Y | +73.9% | -56.8% | +130.7% | +94.1% |
| 5Y | +65.0% | -81.7% | +146.8% | +109.0% |
| All | +246.5% | +69.2% | +177.3% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling