+22.4%
IBB vs EPAM
-81.9%
+104.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +1.4% | +2.0% | -0.5% | +1.1% |
| 30D | +10.5% | +6.5% | +4.0% | +9.2% |
| 3M | +23.6% | +19.9% | +3.7% | +19.6% |
| 6M | +22.6% | -16.9% | +39.6% | +25.0% |
| YTD | +25.7% | -42.9% | +68.6% | +34.8% |
| 1Y | +51.4% | -30.4% | +81.7% | +57.0% |
| 3Y | +64.4% | -54.7% | +119.1% | +77.4% |
| All | +22.4% | -81.9% | +104.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling