+541.1%
XLY vs EPAM
+751.2%
-210.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.8% |
| 7D | -2.0% | +2.0% | -3.9% | -2.4% |
| 30D | -3.1% | +6.5% | -9.7% | -4.9% |
| 3M | -1.8% | +19.9% | -21.7% | -6.6% |
| 6M | -0.9% | -16.9% | +16.1% | +1.7% |
| YTD | -3.4% | -42.9% | +39.5% | +6.7% |
| 1Y | -1.5% | -30.4% | +28.9% | +3.6% |
| 3Y | +38.8% | -54.7% | +93.5% | +55.6% |
| 5Y | +30.5% | -81.8% | +112.3% | +65.7% |
| 10Y | +215.3% | +65.5% | +149.8% | +143.1% |
| All | +541.1% | +751.2% | -210.1% | +310.0% |
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