+50.3%
XOP vs EPAM
+158.4%
-108.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +5.2% | -1.1% | +6.3% | +5.3% |
| 30D | -8.4% | +41.8% | -50.2% | -14.1% |
| 3M | +2.9% | +63.4% | -60.4% | -6.0% |
| 6M | +8.8% | +72.2% | -63.4% | -2.6% |
| YTD | +46.9% | -20.0% | +66.9% | +49.2% |
| 1Y | +41.5% | -9.0% | +50.5% | +40.2% |
| 3Y | +43.1% | -30.4% | +73.5% | +44.0% |
| 5Y | +92.2% | -75.6% | +167.8% | +135.5% |
| All | +50.3% | +158.4% | -108.2% | -16.1% |
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