+254.2%
XLI vs EPAM
+67.7%
+186.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | -1.1% | +2.0% | -3.0% | -1.4% |
| 30D | -5.9% | +6.5% | -12.5% | -7.3% |
| 3M | -0.3% | +19.9% | -20.2% | -4.3% |
| 6M | +0.1% | -16.9% | +17.1% | +2.2% |
| YTD | +13.6% | -42.9% | +56.5% | +23.2% |
| 1Y | +17.2% | -30.4% | +47.6% | +22.0% |
| 3Y | +68.2% | -54.7% | +122.9% | +84.0% |
| 5Y | +80.7% | -81.8% | +162.5% | +127.4% |
| All | +254.2% | +67.7% | +186.5% | +117.6% |
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 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