+229.2%
XOM vs EPAM
+751.2%
-522.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | +1.8% | +2.0% | -0.2% | +1.6% |
| 30D | +5.9% | +6.5% | -0.7% | +5.0% |
| 3M | +5.6% | +19.9% | -14.4% | +3.3% |
| 6M | +7.9% | -16.9% | +24.8% | +9.0% |
| YTD | +35.2% | -42.9% | +78.0% | +40.9% |
| 1Y | +46.0% | -30.4% | +76.4% | +48.9% |
| 3Y | +55.0% | -54.7% | +109.8% | +61.8% |
| 5Y | +246.3% | -81.8% | +328.1% | +286.5% |
| 10Y | +181.0% | +65.5% | +115.5% | +122.4% |
| All | +229.2% | +751.2% | -522.0% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling