+185.0%
XOM vs EPAM
+63.9%
+121.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +5.7% | +18.4% | -12.7% | +4.0% |
| 3M | +6.6% | +19.2% | -12.7% | +4.3% |
| 6M | +7.7% | -21.0% | +28.6% | +9.4% |
| YTD | +36.2% | -43.7% | +79.9% | +42.2% |
| 1Y | +50.5% | -29.9% | +80.4% | +53.4% |
| 3Y | +53.4% | -56.5% | +109.9% | +60.8% |
| 5Y | +254.2% | -81.7% | +335.9% | +307.1% |
| All | +185.0% | +63.9% | +121.0% | +93.7% |
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