-68.9%
XYZ vs EPAM
-81.9%
+13.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.3% |
| 7D | -1.0% | +2.0% | -2.9% | -1.8% |
| 30D | -1.7% | +6.5% | -8.2% | -4.9% |
| 3M | +16.7% | +19.9% | -3.2% | +5.9% |
| 6M | +26.9% | -16.9% | +43.8% | +34.5% |
| YTD | +27.1% | -42.9% | +70.0% | +57.7% |
| 1Y | +9.3% | -30.4% | +39.6% | +23.2% |
| 3Y | +42.3% | -54.7% | +97.0% | +83.6% |
| All | -68.9% | -81.9% | +13.0% | -46.3% |
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