+234.4%
XLF vs EPAM
+163.7%
+70.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.7% |
| 7D | +0.7% | +9.1% | -8.3% | -1.4% |
| 30D | +6.0% | +38.5% | -32.5% | -1.2% |
| 3M | +1.0% | +61.0% | -59.9% | -8.8% |
| 6M | +14.0% | +58.0% | -44.1% | +2.1% |
| YTD | +7.2% | -23.5% | +30.6% | +10.1% |
| 1Y | +11.6% | -10.5% | +22.1% | +10.9% |
| 3Y | +81.2% | -33.8% | +115.0% | +84.5% |
| 5Y | +57.9% | -78.1% | +136.0% | +96.8% |
| 10Y | +234.4% | +157.7% | +76.7% | +88.5% |
| All | +234.4% | +163.7% | +70.7% | +88.5% |
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