+10.2%
XLF vs EPAM
-9.2%
+19.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.2% | -1.1% | +2.4% | +1.3% |
| 30D | +6.2% | +41.8% | -35.7% | +2.8% |
| 3M | +0.9% | +63.4% | -62.5% | -3.9% |
| 6M | +13.6% | +72.2% | -58.5% | +6.8% |
| YTD | +7.6% | -20.0% | +27.6% | +9.8% |
| 1Y | +10.2% | -9.0% | +19.2% | +6.7% |
| All | +10.2% | -9.2% | +19.4% | +6.7% |
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 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