+195.8%
XOM vs EPAM
-78.1%
+273.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -8.3% | +9.1% | -17.4% | -8.6% |
| 30D | -2.5% | +38.5% | -41.0% | -3.4% |
| 3M | +8.3% | +61.0% | -52.6% | +6.8% |
| 6M | +15.5% | +58.0% | -42.6% | +13.6% |
| YTD | +39.6% | -23.5% | +63.1% | +40.1% |
| 1Y | +44.6% | -10.5% | +55.1% | +44.3% |
| 3Y | +76.6% | -33.8% | +110.4% | +75.9% |
| 5Y | +195.8% | -78.1% | +273.9% | +209.5% |
| All | +195.8% | -78.1% | +273.9% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling