+101.4%
XLP vs EPAM
+65.3%
+36.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.0% | +2.0% | -3.0% | -1.2% |
| 30D | -0.9% | +6.5% | -7.4% | -1.7% |
| 3M | +3.8% | +19.9% | -16.1% | +1.5% |
| 6M | -1.7% | -16.9% | +15.2% | -0.6% |
| YTD | +10.3% | -42.9% | +53.1% | +15.4% |
| 1Y | +7.8% | -30.4% | +38.2% | +10.2% |
| 3Y | +27.2% | -54.7% | +81.9% | +33.6% |
| 5Y | +32.5% | -81.8% | +114.3% | +52.2% |
| All | +101.4% | +65.3% | +36.0% | +48.6% |
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 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