+543.0%
XYZ vs EPAM
+121.3%
+421.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.7% | -14.8% |
| 7D | +9.2% | +23.0% | -13.8% | -4.1% |
| 30D | +9.8% | +51.6% | -41.8% | -14.1% |
| 3M | -0.2% | +50.8% | -51.0% | -22.7% |
| 6M | +18.0% | +51.1% | -33.2% | -11.0% |
| YTD | +29.1% | -19.1% | +48.2% | +35.4% |
| 1Y | +14.1% | +3.0% | +11.1% | +3.8% |
| 3Y | +72.6% | -31.2% | +103.8% | +81.2% |
| 5Y | -64.6% | -76.5% | +11.9% | -36.0% |
| 10Y | +590.0% | +168.4% | +421.6% | +208.1% |
| All | +543.0% | +121.3% | +421.7% | +198.4% |
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