+28.1%
XYZ vs EPAM
-7.6%
+35.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.0% | -4.5% |
| 7D | +12.6% | +18.8% | -6.2% | +6.7% |
| 30D | +10.8% | +44.9% | -34.2% | -2.1% |
| 3M | +8.4% | +68.6% | -60.2% | -9.7% |
| 6M | +14.3% | +65.4% | -51.1% | -4.8% |
| YTD | +31.5% | -19.9% | +51.4% | +51.7% |
| 1Y | +28.1% | -10.0% | +38.1% | +36.9% |
| All | +28.1% | -7.6% | +35.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling