+567.5%
XLV vs EPAM
+1,086.5%
-519.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +8.6% | +42.3% | -33.8% | +2.8% |
| 3M | +12.6% | +60.7% | -48.1% | +4.5% |
| 6M | +29.8% | +80.5% | -50.7% | +17.6% |
| YTD | +23.5% | -20.4% | +43.9% | +25.1% |
| 1Y | +25.7% | -9.6% | +35.3% | +24.8% |
| 3Y | +56.3% | -30.5% | +86.8% | +57.0% |
| 5Y | +53.1% | -75.7% | +128.8% | +72.2% |
| 10Y | +216.7% | +160.1% | +56.6% | +124.8% |
| All | +567.5% | +1,086.5% | -519.0% | +318.2% |
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