+149.6%
IBM vs EPAM
+170.1%
-20.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.1% |
| 7D | -5.0% | +13.4% | -18.3% | -7.7% |
| 30D | +11.1% | +47.1% | -36.0% | +2.6% |
| 3M | +5.7% | +71.2% | -65.5% | -5.2% |
| 6M | +10.1% | +48.9% | -38.8% | +0.8% |
| YTD | -15.6% | -22.2% | +6.6% | -13.9% |
| 1Y | -19.5% | -5.2% | -14.4% | -20.5% |
| 3Y | +80.4% | -34.9% | +115.3% | +84.4% |
| 5Y | +140.0% | -77.4% | +217.4% | +187.4% |
| All | +149.6% | +170.1% | -20.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling