+151.7%
IBB vs EPAM
+170.1%
-18.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.5% |
| 7D | -1.8% | +13.4% | -15.2% | -5.0% |
| 30D | +5.1% | +47.1% | -42.0% | -4.0% |
| 3M | +10.7% | +71.2% | -60.5% | -2.3% |
| 6M | +22.9% | +48.9% | -26.0% | +10.3% |
| YTD | +26.7% | -22.2% | +48.9% | +29.9% |
| 1Y | +35.1% | -5.2% | +40.3% | +32.1% |
| 3Y | +80.2% | -34.9% | +115.1% | +84.9% |
| 5Y | +37.8% | -77.4% | +115.3% | +75.9% |
| All | +151.7% | +170.1% | -18.4% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling