+804.3%
XLK vs EPAM
+63.0%
+741.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | -2.2% | +4.5% | +2.9% |
| 30D | +0.8% | +17.8% | -16.9% | -3.6% |
| 3M | +4.1% | +19.9% | -15.8% | -2.7% |
| 6M | +34.8% | -21.6% | +56.3% | +41.0% |
| YTD | +30.8% | -44.0% | +74.8% | +49.0% |
| 1Y | +42.4% | -30.5% | +72.9% | +51.3% |
| 3Y | +121.8% | -56.8% | +178.6% | +158.6% |
| 5Y | +146.6% | -81.7% | +228.3% | +249.7% |
| 10Y | +804.3% | +68.4% | +735.8% | +380.9% |
| All | +804.3% | +63.0% | +741.2% | +380.9% |
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