+50.5%
XLU vs EPAM
-56.4%
+106.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | -0.4% | +18.4% | -18.7% | -0.8% |
| 3M | +0.5% | +19.2% | -18.7% | -0.1% |
| 6M | -5.8% | -21.0% | +15.2% | -5.0% |
| YTD | +3.1% | -43.7% | +46.9% | +5.6% |
| 1Y | +8.1% | -29.9% | +38.0% | +8.8% |
| 3Y | +50.5% | -56.5% | +107.1% | +52.1% |
| All | +50.5% | -56.4% | +106.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling