+67.4%
XLI vs EPAM
-33.7%
+101.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -2.8% | +13.4% | -16.2% | -3.8% |
| 30D | -3.1% | +47.1% | -50.2% | -6.4% |
| 3M | -11.7% | +71.2% | -82.9% | -16.1% |
| 6M | -7.6% | +48.9% | -56.5% | -11.1% |
| YTD | +5.7% | -22.2% | +27.9% | +10.1% |
| 1Y | +7.8% | -5.2% | +13.0% | +8.7% |
| 3Y | +67.4% | -34.9% | +102.3% | +69.6% |
| All | +67.4% | -33.7% | +101.1% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling