+42.7%
XLP vs EPAM
-77.2%
+119.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.4% | -1.7% |
| 7D | +3.5% | +23.0% | -19.5% | +2.3% |
| 30D | +11.6% | +51.6% | -40.0% | +9.2% |
| 3M | +7.6% | +50.8% | -43.2% | +5.3% |
| 6M | +10.0% | +51.1% | -41.1% | +7.3% |
| YTD | +19.7% | -19.1% | +38.9% | +19.9% |
| 1Y | +23.5% | +3.0% | +20.5% | +22.1% |
| 3Y | +44.0% | -31.2% | +75.1% | +43.8% |
| 5Y | +42.7% | -76.5% | +119.2% | +43.4% |
| All | +42.7% | -77.2% | +119.9% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling