+488.5%
XLV vs EPAM
+738.6%
-250.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -2.6% | -0.9% | -1.8% | -2.5% |
| 30D | +0.9% | +18.4% | -17.5% | -1.6% |
| 3M | +10.0% | +19.2% | -9.3% | +6.5% |
| 6M | +10.4% | -21.0% | +31.3% | +13.2% |
| YTD | +8.9% | -43.7% | +52.6% | +16.6% |
| 1Y | +23.4% | -29.9% | +53.2% | +27.5% |
| 3Y | +33.1% | -56.5% | +89.6% | +43.8% |
| 5Y | +33.3% | -81.7% | +114.9% | +55.9% |
| 10Y | +170.8% | +64.5% | +106.3% | +106.1% |
| All | +488.5% | +738.6% | -250.1% | +289.7% |
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 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