+127.5%
XLP vs EPAM
+180.9%
-53.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.4% | -2.8% |
| 7D | +3.5% | +23.0% | -19.5% | +1.2% |
| 30D | +11.6% | +51.6% | -40.0% | +6.7% |
| 3M | +7.6% | +50.8% | -43.2% | +2.8% |
| 6M | +10.0% | +51.1% | -41.1% | +4.6% |
| YTD | +19.7% | -19.1% | +38.9% | +20.6% |
| 1Y | +23.5% | +3.0% | +20.5% | +21.1% |
| 3Y | +44.0% | -31.2% | +75.1% | +44.4% |
| 5Y | +42.7% | -76.5% | +119.2% | +61.4% |
| All | +127.5% | +180.9% | -53.4% | +60.2% |
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