+2.4%
XLU vs EPAM
-24.0%
+26.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -3.3% | +17.6% | -20.9% | -2.6% |
| 3M | -3.2% | +27.1% | -30.3% | -1.8% |
| 6M | -7.0% | -17.0% | +10.0% | -8.1% |
| YTD | +0.6% | -42.4% | +43.1% | -2.3% |
| 1Y | +2.4% | -25.3% | +27.7% | +0.7% |
| All | +2.4% | -24.0% | +26.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling