+43.8%
XLU vs EPAM
-81.8%
+125.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.2% |
| 7D | +0.6% | -2.2% | +2.8% | +0.7% |
| 30D | -0.4% | +17.8% | -18.2% | -1.0% |
| 3M | -1.7% | +19.9% | -21.6% | -2.5% |
| 6M | -7.1% | -21.6% | +14.5% | -6.4% |
| YTD | +1.9% | -44.0% | +46.0% | +4.0% |
| 1Y | +6.1% | -30.5% | +36.6% | +7.0% |
| 3Y | +48.8% | -56.8% | +105.5% | +51.8% |
| 5Y | +43.8% | -81.7% | +125.5% | +47.0% |
| All | +43.8% | -81.8% | +125.6% | +47.0% |
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