+77.8%
XLF vs EPAM
-33.7%
+111.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | +1.2% | +13.4% | -12.2% | -0.6% |
| 30D | +6.3% | +47.1% | -40.7% | +0.9% |
| 3M | -0.8% | +71.2% | -71.9% | -7.9% |
| 6M | +11.0% | +48.9% | -37.9% | +4.3% |
| YTD | +5.6% | -22.2% | +27.9% | +8.3% |
| 1Y | +10.8% | -5.2% | +16.0% | +10.2% |
| 3Y | +77.8% | -34.9% | +112.7% | +76.8% |
| All | +77.8% | -33.7% | +111.5% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling