+523.4%
XLF vs EPAM
+1,058.6%
-535.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.1% |
| 7D | +1.2% | +13.4% | -12.2% | -1.6% |
| 30D | +6.3% | +47.1% | -40.7% | -1.6% |
| 3M | -0.8% | +71.2% | -71.9% | -11.0% |
| 6M | +11.0% | +48.9% | -37.9% | +1.2% |
| YTD | +5.6% | -22.2% | +27.9% | +7.9% |
| 1Y | +10.8% | -5.2% | +16.0% | +8.8% |
| 3Y | +77.8% | -34.9% | +112.7% | +81.5% |
| 5Y | +55.6% | -77.4% | +133.0% | +82.6% |
| 10Y | +252.5% | +158.1% | +94.4% | +136.6% |
| All | +523.4% | +1,058.6% | -535.3% | +237.1% |
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