+533.2%
XYZ vs EPAM
+56.3%
+476.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.5% |
| 7D | -1.0% | +2.0% | -2.9% | -2.0% |
| 30D | -1.7% | +6.5% | -8.2% | -5.8% |
| 3M | +16.7% | +19.9% | -3.2% | +3.1% |
| 6M | +26.9% | -16.9% | +43.8% | +35.8% |
| YTD | +27.1% | -42.9% | +70.0% | +65.0% |
| 1Y | +9.3% | -30.4% | +39.6% | +25.7% |
| 3Y | +42.3% | -54.7% | +97.0% | +93.0% |
| 5Y | -69.3% | -81.8% | +12.5% | -36.2% |
| 10Y | +586.8% | +65.5% | +521.4% | +292.1% |
| All | +533.2% | +56.3% | +476.9% | +263.8% |
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