+252.4%
XLI vs EPAM
+65.2%
+187.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -5.8% | +18.4% | -24.2% | -8.6% |
| 3M | +0.7% | +19.2% | -18.5% | -3.3% |
| 6M | +3.2% | -21.0% | +24.1% | +6.3% |
| YTD | +13.0% | -43.7% | +56.8% | +22.9% |
| 1Y | +16.8% | -29.9% | +46.7% | +21.3% |
| 3Y | +72.4% | -56.5% | +129.0% | +90.1% |
| 5Y | +82.8% | -81.7% | +164.4% | +128.8% |
| 10Y | +252.4% | +64.5% | +187.9% | +117.1% |
| All | +252.4% | +65.2% | +187.2% | +117.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling