+531.4%
XLF vs EPAM
+751.2%
-219.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | +0.2% | +6.5% | -6.4% | -1.4% |
| 3M | +11.7% | +19.9% | -8.2% | +7.0% |
| 6M | +13.8% | -16.9% | +30.7% | +16.4% |
| YTD | +7.0% | -42.9% | +49.9% | +16.6% |
| 1Y | +9.1% | -30.4% | +39.5% | +14.1% |
| 3Y | +75.6% | -54.7% | +130.4% | +93.1% |
| 5Y | +66.4% | -81.8% | +148.2% | +103.2% |
| 10Y | +250.3% | +65.5% | +184.8% | +156.1% |
| All | +531.4% | +751.2% | -219.8% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling