+1,515.0%
XLK vs EPAM
+751.2%
+763.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.4% |
| 30D | +0.7% | +6.5% | -5.8% | -1.3% |
| 3M | -2.9% | +19.9% | -22.9% | -8.6% |
| 6M | +34.3% | -16.9% | +51.2% | +37.6% |
| YTD | +30.4% | -42.9% | +73.3% | +45.4% |
| 1Y | +43.4% | -30.4% | +73.7% | +51.2% |
| 3Y | +116.8% | -54.7% | +171.6% | +145.3% |
| 5Y | +144.0% | -81.8% | +225.8% | +220.5% |
| 10Y | +778.8% | +65.5% | +713.3% | +554.6% |
| All | +1,515.0% | +751.2% | +763.8% | +899.6% |
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