+1.8%
XME vs EPAM
-8.3%
+10.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +0.3% | +2.4% | -2.1% | +0.4% |
| 30D | -6.1% | +42.3% | -48.5% | -6.0% |
| 3M | -18.6% | +60.7% | -79.3% | -18.8% |
| 6M | -23.9% | +80.5% | -104.4% | -23.9% |
| YTD | -9.3% | -20.4% | +11.0% | -4.8% |
| 1Y | +1.8% | -9.6% | +11.4% | -4.8% |
| All | +1.8% | -8.3% | +10.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling