+369.7%
XYL vs EPAM
+751.2%
-381.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.6% |
| 7D | -5.0% | +2.0% | -7.0% | -5.4% |
| 30D | -13.2% | +6.5% | -19.7% | -14.6% |
| 3M | -3.7% | +19.9% | -23.6% | -7.9% |
| 6M | -17.7% | -16.9% | -0.8% | -15.8% |
| YTD | -21.5% | -42.9% | +21.4% | -14.1% |
| 1Y | -24.5% | -30.4% | +5.9% | -21.0% |
| 3Y | +6.9% | -54.7% | +61.7% | +18.2% |
| 5Y | -18.1% | -81.8% | +63.7% | +2.0% |
| 10Y | +134.7% | +65.5% | +69.3% | +77.4% |
| All | +369.7% | +751.2% | -381.5% | +173.2% |
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