+94.5%
XLK vs EPAM
-30.1%
+124.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | -10.6% | +42.3% | -52.9% | -14.1% |
| 3M | -10.6% | +60.7% | -71.3% | -15.6% |
| 6M | -3.5% | +80.5% | -84.0% | -11.2% |
| YTD | +18.7% | -20.4% | +39.1% | +27.2% |
| 1Y | +19.4% | -9.6% | +29.0% | +24.4% |
| 3Y | +94.5% | -30.5% | +124.9% | +101.6% |
| All | +94.5% | -30.1% | +124.5% | +101.6% |
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