+52.8%
XLU vs EPAM
-75.8%
+128.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +4.6% | +41.8% | -37.2% | +3.4% |
| 3M | +0.7% | +63.4% | -62.7% | -1.1% |
| 6M | -1.7% | +72.2% | -73.9% | -3.8% |
| YTD | +4.8% | -20.0% | +24.8% | +5.5% |
| 1Y | +0.2% | -9.0% | +9.3% | +0.3% |
| 3Y | +58.9% | -30.4% | +89.2% | +59.4% |
| 5Y | +52.8% | -75.6% | +128.4% | +58.0% |
| All | +52.8% | -75.8% | +128.5% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling