+64.1%
XLI vs EPAM
-77.4%
+141.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -2.8% | +13.4% | -16.2% | -4.2% |
| 30D | -3.1% | +47.1% | -50.2% | -6.9% |
| 3M | -11.7% | +71.2% | -82.9% | -16.7% |
| 6M | -7.6% | +48.9% | -56.5% | -12.0% |
| YTD | +5.7% | -22.2% | +27.9% | +7.7% |
| 1Y | +7.8% | -5.2% | +13.0% | +7.2% |
| 3Y | +67.4% | -34.9% | +102.3% | +70.0% |
| All | +64.1% | -77.4% | +141.6% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling