+128.8%
XLP vs EPAM
+163.7%
-34.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.1% | +9.1% | -9.0% | -1.0% |
| 30D | +8.9% | +38.5% | -29.5% | +5.2% |
| 3M | +7.5% | +61.0% | -53.5% | +2.1% |
| 6M | +9.4% | +58.0% | -48.6% | +3.6% |
| YTD | +19.3% | -23.5% | +42.7% | +20.8% |
| 1Y | +21.7% | -10.5% | +32.3% | +21.2% |
| 3Y | +44.0% | -33.8% | +77.8% | +45.0% |
| 5Y | +42.8% | -78.1% | +120.9% | +63.1% |
| 10Y | +128.8% | +157.7% | -28.9% | +62.1% |
| All | +128.8% | +163.7% | -34.9% | +62.1% |
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