+86.9%
XME vs EPAM
-33.7%
+120.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.2% | +3.7% |
| 7D | -4.5% | +13.4% | -17.8% | -5.8% |
| 30D | -10.9% | +47.1% | -57.9% | -14.9% |
| 3M | -15.3% | +71.2% | -86.4% | -20.8% |
| 6M | -24.6% | +48.9% | -73.5% | -28.5% |
| YTD | -9.6% | -22.2% | +12.6% | -5.2% |
| 1Y | +2.9% | -5.2% | +8.1% | +3.9% |
| 3Y | +86.9% | -34.9% | +121.9% | +87.0% |
| All | +86.9% | -33.7% | +120.6% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling