+115.5%
XLRE vs EPAM
+102.1%
+13.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.9% |
| 7D | +2.1% | +18.8% | -16.7% | -1.2% |
| 30D | +7.1% | +44.9% | -37.8% | +0.1% |
| 3M | +1.3% | +68.6% | -67.3% | -8.1% |
| 6M | +2.1% | +65.4% | -63.3% | -7.9% |
| YTD | +13.1% | -19.9% | +33.0% | +14.8% |
| 1Y | +11.9% | -10.0% | +21.9% | +11.1% |
| 3Y | +43.7% | -30.3% | +73.9% | +44.5% |
| 5Y | +9.7% | -75.7% | +85.4% | +29.8% |
| 10Y | +113.0% | +167.2% | -54.2% | +40.7% |
| All | +115.5% | +102.1% | +13.4% | +48.1% |
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