+319.2%
XLP vs EPAM
+899.0%
-579.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.4% |
| 7D | +5.9% | +0.8% | +5.0% | +5.8% |
| 30D | +13.5% | +24.9% | -11.5% | +11.0% |
| 3M | +8.4% | +22.6% | -14.2% | +6.0% |
| 6M | +11.5% | +24.2% | -12.6% | +8.6% |
| YTD | +20.6% | -33.0% | +53.6% | +23.8% |
| 1Y | +24.3% | -13.3% | +37.6% | +24.3% |
| 3Y | +45.1% | -42.9% | +88.0% | +48.4% |
| 5Y | +44.6% | -80.8% | +125.4% | +60.8% |
| 10Y | +133.1% | +122.5% | +10.6% | +89.2% |
| All | +319.2% | +899.0% | -579.8% | +218.7% |
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