-0.1%
XLU vs EPAM
+74.1%
-74.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +2.2% |
| 30D | +5.6% | +42.3% | -36.8% | +6.8% |
| 3M | +0.7% | +60.7% | -59.9% | +2.3% |
| 6M | -0.1% | +80.5% | -80.5% | +2.6% |
| All | -0.1% | +74.1% | -74.2% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling