+283.1%
XLP vs EPAM
+751.2%
-468.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 6M | -1.7% | -16.9% | +15.2% | -0.6% |
| YTD | +10.3% | -42.9% | +53.1% | +15.0% |
| 1Y | +7.8% | -30.4% | +38.2% | +10.0% |
| 3Y | +27.2% | -54.7% | +81.9% | +33.1% |
| 5Y | +32.5% | -81.8% | +114.3% | +47.3% |
| 10Y | +101.8% | +65.5% | +36.3% | +68.2% |
| All | +283.1% | +751.2% | -468.1% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling