+42.6%
XOP vs EPAM
+163.7%
-121.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -10.0% | +9.1% | -19.1% | -11.7% |
| 30D | -9.1% | +38.5% | -47.6% | -14.4% |
| 3M | +5.1% | +61.0% | -55.9% | -3.8% |
| 6M | +6.4% | +58.0% | -51.7% | -3.3% |
| YTD | +39.7% | -23.5% | +63.2% | +42.9% |
| 1Y | +37.2% | -10.5% | +47.8% | +36.2% |
| 3Y | +37.6% | -33.8% | +71.5% | +39.7% |
| 5Y | +76.5% | -78.1% | +154.6% | +123.6% |
| 10Y | +42.6% | +157.7% | -115.1% | -17.7% |
| All | +42.6% | +163.7% | -121.1% | -17.7% |
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 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