+311.1%
XLU vs EPAM
+1,086.5%
-775.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.1% | +2.4% | -0.3% | +1.9% |
| 30D | +5.6% | +42.3% | -36.8% | +2.4% |
| 3M | +0.7% | +60.7% | -59.9% | -3.4% |
| 6M | -0.1% | +80.5% | -80.5% | -5.5% |
| YTD | +5.3% | -20.4% | +25.7% | +6.2% |
| 1Y | +2.2% | -9.6% | +11.8% | +1.8% |
| 3Y | +61.6% | -30.5% | +92.1% | +62.1% |
| 5Y | +53.6% | -75.7% | +129.3% | +66.0% |
| 10Y | +162.3% | +160.1% | +2.2% | +120.0% |
| All | +311.1% | +1,086.5% | -775.4% | +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