+285.4%
XME vs EPAM
+163.7%
+121.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.8% |
| 7D | +0.9% | +9.1% | -8.1% | -1.3% |
| 30D | -7.3% | +38.5% | -45.8% | -13.5% |
| 3M | -14.8% | +61.0% | -75.7% | -23.0% |
| 6M | -18.4% | +58.0% | -76.4% | -26.9% |
| YTD | -4.7% | -23.5% | +18.8% | -2.1% |
| 1Y | +5.7% | -10.5% | +16.2% | +4.9% |
| 3Y | +104.0% | -33.8% | +137.8% | +108.2% |
| 5Y | +122.4% | -78.1% | +200.6% | +184.1% |
| 10Y | +285.4% | +157.7% | +127.6% | +127.8% |
| All | +285.4% | +163.7% | +121.7% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling