+447.7%
IBB vs EPAM
+751.2%
-303.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +1.4% | +2.0% | -0.5% | +1.0% |
| 30D | +10.5% | +6.5% | +4.0% | +8.6% |
| 3M | +23.6% | +19.9% | +3.7% | +17.7% |
| 6M | +22.6% | -16.9% | +39.6% | +25.8% |
| YTD | +25.7% | -42.9% | +68.6% | +38.6% |
| 1Y | +51.4% | -30.4% | +81.7% | +59.0% |
| 3Y | +64.4% | -54.7% | +119.1% | +83.5% |
| 5Y | +22.1% | -81.8% | +104.0% | +55.2% |
| 10Y | +132.5% | +65.5% | +67.0% | +59.8% |
| All | +447.7% | +751.2% | -303.5% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling