+34.9%
XLV vs EPAM
-82.0%
+116.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -4.4% | -4.5% | +0.1% | -4.0% |
| 30D | -1.4% | +14.6% | -16.0% | -2.6% |
| 3M | +8.9% | +23.1% | -14.2% | +6.6% |
| 6M | +9.1% | -19.5% | +28.5% | +10.4% |
| YTD | +7.9% | -44.1% | +52.0% | +12.3% |
| 1Y | +22.7% | -25.2% | +47.9% | +24.4% |
| 3Y | +31.9% | -56.8% | +88.8% | +37.6% |
| 5Y | +34.9% | -81.7% | +116.6% | +46.7% |
| All | +34.9% | -82.0% | +116.8% | +46.7% |
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