+123.1%
IBB vs EPAM
+157.4%
-34.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | +4.6% | +42.3% | -37.8% | -3.7% |
| 3M | +6.8% | +60.7% | -53.8% | -4.4% |
| 6M | +23.1% | +80.5% | -57.4% | +5.9% |
| YTD | +26.0% | -20.4% | +46.4% | +28.5% |
| 1Y | +30.4% | -9.6% | +40.0% | +29.0% |
| 3Y | +85.4% | -30.5% | +115.9% | +87.3% |
| 5Y | +39.7% | -75.7% | +115.4% | +74.2% |
| All | +123.1% | +157.4% | -34.2% | +11.8% |
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 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