+8.1%
XLRE vs EPAM
-81.8%
+89.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.7% | -2.2% | +1.4% | -0.5% |
| 30D | -2.2% | +17.8% | -20.0% | -4.1% |
| 3M | -2.6% | +19.9% | -22.5% | -5.2% |
| 6M | +2.6% | -21.6% | +24.2% | +4.8% |
| YTD | +9.3% | -44.0% | +53.3% | +15.6% |
| 1Y | +7.2% | -30.5% | +37.7% | +10.1% |
| 3Y | +31.3% | -56.8% | +88.1% | +40.1% |
| 5Y | +8.1% | -81.7% | +89.8% | +22.2% |
| All | +8.1% | -81.8% | +89.9% | +22.2% |
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 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