+145.1%
XRT vs EPAM
+168.6%
-23.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.4% |
| 7D | +4.1% | +18.8% | -14.7% | -0.6% |
| 30D | +9.9% | +44.9% | -35.0% | 0.0% |
| 3M | +2.3% | +68.6% | -66.3% | -10.5% |
| 6M | +9.6% | +65.4% | -55.8% | -5.0% |
| YTD | +9.1% | -19.9% | +29.0% | +11.4% |
| 1Y | +16.2% | -10.0% | +26.3% | +15.2% |
| 3Y | +60.1% | -30.3% | +90.3% | +62.4% |
| 5Y | -0.5% | -75.7% | +75.2% | +23.4% |
| 10Y | +145.1% | +167.2% | -22.1% | +39.8% |
| All | +145.1% | +168.6% | -23.5% | +39.8% |
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