+398.2%
XME vs EPAM
+66.7%
+331.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | +6.0% | +6.5% | -0.5% | +4.4% |
| 3M | -7.7% | +19.9% | -27.7% | -11.8% |
| 6M | +1.0% | -16.9% | +17.9% | +3.3% |
| YTD | +14.6% | -42.9% | +57.5% | +25.7% |
| 1Y | +46.0% | -30.4% | +76.3% | +52.8% |
| 3Y | +127.0% | -54.7% | +181.7% | +151.9% |
| 5Y | +175.8% | -81.8% | +257.6% | +259.6% |
| All | +398.2% | +66.7% | +331.6% | +217.8% |
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