+239.5%
XOM vs EPAM
+1,093.7%
-854.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.6% |
| 7D | -7.3% | +18.8% | -26.1% | -8.9% |
| 30D | -2.6% | +44.9% | -47.6% | -6.1% |
| 3M | +3.6% | +68.6% | -65.0% | -1.6% |
| 6M | +15.3% | +65.4% | -50.1% | +9.1% |
| YTD | +39.4% | -19.9% | +59.3% | +40.4% |
| 1Y | +43.2% | -10.0% | +53.2% | +42.5% |
| 3Y | +74.9% | -30.3% | +105.2% | +75.1% |
| 5Y | +201.3% | -75.7% | +276.9% | +228.2% |
| 10Y | +188.5% | +167.2% | +21.3% | +118.0% |
| All | +239.5% | +1,093.7% | -854.2% | +131.0% |
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