+334.8%
XYL vs EPAM
+1,058.6%
-723.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -1.5% |
| 7D | +5.9% | +13.4% | -7.5% | +2.8% |
| 30D | -3.9% | +47.1% | -51.0% | -11.3% |
| 3M | -18.7% | +71.2% | -89.9% | -27.4% |
| 6M | -16.9% | +48.9% | -65.8% | -24.5% |
| YTD | -27.4% | -22.2% | -5.1% | -25.6% |
| 1Y | -34.0% | -5.2% | -28.8% | -35.2% |
| 3Y | +5.6% | -34.9% | +40.5% | +8.0% |
| 5Y | -20.6% | -77.4% | +56.9% | -5.2% |
| 10Y | +133.4% | +158.1% | -24.7% | +61.9% |
| All | +334.8% | +1,058.6% | -723.9% | +136.5% |
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 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