+110.6%
XLRE vs EPAM
+44.1%
+66.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.3% |
| 7D | -1.2% | +2.0% | -3.2% | -1.6% |
| 30D | -2.8% | +6.5% | -9.3% | -4.2% |
| 3M | -0.2% | +19.9% | -20.1% | -4.0% |
| 6M | +1.9% | -16.9% | +18.9% | +4.1% |
| YTD | +10.6% | -42.9% | +53.4% | +19.7% |
| 1Y | +8.8% | -30.4% | +39.2% | +13.1% |
| 3Y | +31.5% | -54.7% | +86.3% | +43.6% |
| 5Y | +6.6% | -81.8% | +88.4% | +32.1% |
| 10Y | +84.0% | +65.5% | +18.6% | +32.5% |
| All | +110.6% | +44.1% | +66.4% | +54.4% |
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