-3.5%
XOP vs EPAM
+1,058.6%
-1,062.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.5% |
| 7D | -14.7% | +13.4% | -28.1% | -16.9% |
| 30D | -7.7% | +47.1% | -54.8% | -14.1% |
| 3M | +4.4% | +71.2% | -66.7% | -5.5% |
| 6M | +3.5% | +48.9% | -45.4% | -5.0% |
| YTD | +39.4% | -22.2% | +61.7% | +42.0% |
| 1Y | +39.8% | -5.2% | +45.0% | +37.2% |
| 3Y | +29.7% | -34.9% | +64.6% | +32.0% |
| 5Y | +78.6% | -77.4% | +156.0% | +111.1% |
| 10Y | +51.8% | +158.1% | -106.2% | -4.4% |
| All | -3.5% | +1,058.6% | -1,062.1% | -51.9% |
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 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