+471.4%
XLI vs EPAM
+1,058.6%
-587.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | -2.8% | +13.4% | -16.2% | -5.2% |
| 30D | -3.1% | +47.1% | -50.2% | -9.4% |
| 3M | -11.7% | +71.2% | -82.9% | -19.7% |
| 6M | -7.6% | +48.9% | -56.5% | -14.9% |
| YTD | +5.7% | -22.2% | +27.9% | +7.6% |
| 1Y | +7.8% | -5.2% | +13.0% | +5.9% |
| 3Y | +67.4% | -34.9% | +102.3% | +70.5% |
| 5Y | +64.8% | -77.4% | +142.2% | +91.2% |
| 10Y | +241.2% | +158.1% | +83.1% | +138.6% |
| All | +471.4% | +1,058.6% | -587.2% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling