-64.6%
XYZ vs EPAM
-77.2%
+12.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.7% | -12.5% |
| 7D | +9.2% | +23.0% | -13.8% | -1.3% |
| 30D | +9.8% | +51.6% | -41.8% | -9.4% |
| 3M | -0.2% | +50.8% | -51.0% | -18.2% |
| 6M | +18.0% | +51.1% | -33.2% | -5.1% |
| YTD | +29.1% | -19.1% | +48.2% | +35.4% |
| 1Y | +14.1% | +3.0% | +11.1% | +7.1% |
| 3Y | +72.6% | -31.2% | +103.8% | +82.3% |
| 5Y | -64.6% | -76.5% | +11.9% | -44.9% |
| All | -64.6% | -77.2% | +12.6% | -44.9% |
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 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