+35.5%
IBB vs EPAM
-77.2%
+112.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +20.6% | -25.7% | -7.7% |
| 7D | -3.6% | +23.0% | -26.6% | -6.7% |
| 30D | +3.4% | +51.6% | -48.2% | -2.9% |
| 3M | +9.5% | +50.8% | -41.3% | +2.5% |
| 6M | +23.3% | +51.1% | -27.8% | +14.7% |
| YTD | +24.5% | -19.1% | +43.7% | +26.5% |
| 1Y | +32.9% | +3.0% | +29.9% | +29.8% |
| 3Y | +76.6% | -31.2% | +107.7% | +78.7% |
| 5Y | +35.5% | -76.5% | +112.0% | +55.4% |
| All | +35.5% | -77.2% | +112.7% | +55.4% |
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