+120.8%
XYL vs EPAM
+163.7%
-42.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +2.1% | +9.1% | -7.0% | -0.3% |
| 30D | -3.4% | +38.5% | -41.8% | -10.3% |
| 3M | -17.2% | +61.0% | -78.1% | -25.8% |
| 6M | -12.0% | +58.0% | -70.1% | -21.9% |
| YTD | -26.3% | -23.5% | -2.8% | -24.0% |
| 1Y | -33.5% | -10.5% | -22.9% | -33.9% |
| 3Y | +6.4% | -33.8% | +40.2% | +8.7% |
| 5Y | -20.9% | -78.1% | +57.2% | +2.0% |
| 10Y | +120.8% | +157.7% | -36.9% | +18.0% |
| All | +120.8% | +163.7% | -42.9% | +18.0% |
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