+36.4%
IBB vs EPAM
-7.6%
+44.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.1% |
| 7D | +0.8% | +18.8% | -18.0% | +0.5% |
| 30D | +5.2% | +44.9% | -39.8% | +3.6% |
| 3M | +8.6% | +68.6% | -60.0% | +5.9% |
| 6M | +27.8% | +65.4% | -37.6% | +24.4% |
| YTD | +28.8% | -19.9% | +48.7% | +32.8% |
| 1Y | +36.4% | -10.0% | +46.4% | +43.9% |
| All | +36.4% | -7.6% | +44.0% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling