+191.3%
XOM vs EPAM
+63.0%
+128.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +3.4% | +17.8% | -14.3% | +1.8% |
| 3M | +11.0% | +19.9% | -8.9% | +8.6% |
| 6M | +10.6% | -21.6% | +32.2% | +12.5% |
| YTD | +39.2% | -44.0% | +83.2% | +45.5% |
| 1Y | +52.7% | -30.5% | +83.2% | +55.8% |
| 3Y | +56.8% | -56.8% | +113.5% | +64.4% |
| 5Y | +261.8% | -81.7% | +343.5% | +315.6% |
| 10Y | +191.3% | +68.4% | +122.9% | +98.1% |
| All | +191.3% | +63.0% | +128.3% | +98.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling