+299.2%
XLU vs EPAM
+751.2%
-452.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.8% | +2.0% | -1.1% | +0.7% |
| 30D | -1.3% | +6.5% | -7.9% | -2.0% |
| 3M | -1.3% | +19.9% | -21.3% | -3.2% |
| 6M | -7.6% | -16.9% | +9.3% | -6.7% |
| YTD | +2.3% | -42.9% | +45.1% | +6.2% |
| 1Y | +5.8% | -30.4% | +36.1% | +7.7% |
| 3Y | +50.5% | -54.7% | +105.3% | +56.9% |
| 5Y | +44.1% | -81.8% | +125.9% | +59.2% |
| 10Y | +138.2% | +65.5% | +72.8% | +107.1% |
| All | +299.2% | +751.2% | -452.0% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling