+34.1%
XLP vs EPAM
-81.9%
+116.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -1.0% | +2.0% | -3.0% | -1.1% |
| 30D | -0.9% | +6.5% | -7.4% | -1.3% |
| 3M | +3.8% | +19.9% | -16.1% | +2.7% |
| 6M | -1.7% | -16.9% | +15.2% | -1.3% |
| YTD | +10.3% | -42.9% | +53.1% | +12.5% |
| 1Y | +7.8% | -30.4% | +38.2% | +8.8% |
| 3Y | +27.2% | -54.7% | +81.9% | +29.9% |
| All | +34.1% | -81.9% | +116.0% | +37.3% |
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