+76.6%
XOM vs EPAM
-36.8%
+113.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -8.3% | +9.1% | -17.4% | -8.7% |
| 30D | -2.5% | +38.5% | -41.0% | -4.0% |
| 3M | +8.3% | +61.0% | -52.6% | +5.8% |
| 6M | +15.5% | +58.0% | -42.6% | +12.4% |
| YTD | +39.6% | -23.5% | +63.1% | +41.0% |
| 1Y | +44.6% | -10.5% | +55.1% | +44.2% |
| 3Y | +76.6% | -33.8% | +110.4% | +71.6% |
| All | +76.6% | -36.8% | +113.3% | +71.6% |
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