-0.6%
XLK vs EPAM
+66.7%
-67.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.2% |
| 7D | +7.0% | -1.1% | +8.1% | +6.9% |
| 30D | -11.5% | +41.8% | -53.3% | -5.7% |
| 3M | -7.9% | +63.4% | -71.2% | +0.3% |
| 6M | -0.6% | +72.2% | -72.8% | +13.5% |
| All | -0.6% | +66.7% | -67.2% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling