+155.1%
XOP vs EPAM
-81.9%
+237.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.7% |
| 7D | +2.6% | +2.0% | +0.6% | +2.4% |
| 30D | +15.4% | +6.5% | +8.9% | +14.7% |
| 3M | +12.1% | +19.9% | -7.9% | +10.0% |
| 6M | +19.7% | -16.9% | +36.6% | +20.9% |
| YTD | +52.4% | -42.9% | +95.3% | +58.1% |
| 1Y | +47.6% | -30.4% | +77.9% | +50.2% |
| 3Y | +34.4% | -54.7% | +89.1% | +38.6% |
| All | +155.1% | -81.9% | +237.0% | +188.9% |
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