+136.6%
XLU vs EPAM
+69.2%
+67.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -1.2% | -4.5% | +3.3% | -0.8% |
| 30D | -2.5% | +14.6% | -17.2% | -3.8% |
| 3M | -2.7% | +23.1% | -25.8% | -5.0% |
| 6M | -7.5% | -19.5% | +12.0% | -6.1% |
| YTD | +0.9% | -44.1% | +45.0% | +5.6% |
| 1Y | +3.3% | -25.2% | +28.5% | +4.6% |
| 3Y | +47.3% | -56.8% | +104.1% | +55.2% |
| 5Y | +44.4% | -81.7% | +126.1% | +65.7% |
| All | +136.6% | +69.2% | +67.4% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling