+1,070.2%
EPAM vs IFF
+101.3%
+969.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.9% |
| 7D | -1.1% | -6.9% | +5.8% | +2.2% |
| 30D | +41.8% | -8.9% | +50.7% | +47.8% |
| 3M | +63.4% | -3.7% | +67.0% | +65.7% |
| 6M | +72.2% | +3.5% | +68.7% | +68.2% |
| YTD | -20.0% | +21.2% | -41.2% | -29.6% |
| 1Y | -9.0% | +25.6% | -34.7% | -21.6% |
| 3Y | -30.4% | +19.7% | -50.1% | -40.3% |
| 5Y | -75.6% | -39.8% | -35.8% | -70.1% |
| 10Y | +161.2% | -13.2% | +174.4% | +141.6% |
| All | +1,070.2% | +101.3% | +969.0% | +558.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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