-22.6%
XYL vs EPAM
-75.7%
+53.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | -8.3% | +42.3% | -50.7% | -13.2% |
| 3M | -21.4% | +60.7% | -82.1% | -27.1% |
| 6M | -12.9% | +80.5% | -93.4% | -21.2% |
| YTD | -30.1% | -20.4% | -9.7% | -28.8% |
| 1Y | -35.2% | -9.6% | -25.6% | -35.4% |
| 3Y | -0.8% | -30.5% | +29.7% | +0.1% |
| All | -22.6% | -75.7% | +53.1% | -12.5% |
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