+235.2%
XLI vs EPAM
+163.7%
+71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | -0.5% | +9.1% | -9.5% | -2.4% |
| 30D | -0.2% | +38.5% | -38.7% | -6.1% |
| 3M | -8.6% | +61.0% | -69.5% | -16.4% |
| 6M | -2.0% | +58.0% | -60.0% | -11.1% |
| YTD | +9.7% | -23.5% | +33.2% | +12.5% |
| 1Y | +11.4% | -10.5% | +21.9% | +10.7% |
| 3Y | +74.2% | -33.8% | +108.0% | +77.2% |
| 5Y | +70.0% | -78.1% | +148.1% | +110.7% |
| 10Y | +235.2% | +157.7% | +77.5% | +90.3% |
| All | +235.2% | +163.7% | +71.6% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling