0.0%
XOP vs EPAM
+1,084.1%
-1,084.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +0.5% | +18.5% | -18.1% | -2.8% |
| 30D | -7.3% | +44.0% | -51.3% | -13.4% |
| 3M | +1.4% | +63.0% | -61.6% | -7.5% |
| 6M | +7.8% | +67.3% | -59.5% | -3.2% |
| YTD | +44.5% | -20.5% | +65.1% | +46.6% |
| 1Y | +37.0% | -9.6% | +46.7% | +35.7% |
| 3Y | +40.8% | -30.8% | +71.6% | +41.8% |
| 5Y | +88.7% | -75.6% | +164.3% | +118.8% |
| 10Y | +49.9% | +159.6% | -109.7% | -5.7% |
| All | 0.0% | +1,084.1% | -1,084.1% | -50.3% |
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