+65.5%
XLF vs EPAM
-81.7%
+147.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.5% | +18.4% | -18.9% | -2.8% |
| 3M | +10.6% | +19.2% | -8.6% | +7.4% |
| 6M | +14.3% | -21.0% | +35.2% | +17.0% |
| YTD | +5.5% | -43.7% | +49.2% | +12.4% |
| 1Y | +9.6% | -29.9% | +39.4% | +13.1% |
| 3Y | +75.2% | -56.5% | +131.7% | +87.9% |
| 5Y | +65.5% | -81.7% | +147.2% | +81.6% |
| All | +65.5% | -81.7% | +147.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling