+43.7%
XLRE vs EPAM
-31.2%
+74.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.5% |
| 7D | +2.1% | +18.8% | -16.7% | +0.6% |
| 30D | +7.1% | +44.9% | -37.8% | +3.7% |
| 3M | +1.3% | +68.6% | -67.3% | -3.5% |
| 6M | +2.1% | +65.4% | -63.3% | -3.0% |
| YTD | +13.1% | -19.9% | +33.0% | +14.7% |
| 1Y | +11.9% | -10.0% | +21.9% | +11.9% |
| 3Y | +43.7% | -30.3% | +73.9% | +35.2% |
| All | +43.7% | -31.2% | +74.9% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling