+43.0%
IBB vs EPAM
-78.1%
+121.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.0% |
| 7D | +2.7% | +9.1% | -6.4% | +1.1% |
| 30D | +6.3% | +38.5% | -32.2% | +1.1% |
| 3M | +11.1% | +61.0% | -49.9% | +3.1% |
| 6M | +29.2% | +58.0% | -28.8% | +19.3% |
| YTD | +30.2% | -23.5% | +53.7% | +33.2% |
| 1Y | +39.5% | -10.5% | +50.0% | +39.1% |
| 3Y | +92.3% | -33.8% | +126.2% | +95.6% |
| 5Y | +43.0% | -78.1% | +121.1% | +64.6% |
| All | +43.0% | -78.1% | +121.0% | +64.6% |
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