+149.9%
IBM vs EPAM
+163.7%
-13.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -2.5% | +9.1% | -11.6% | -4.6% |
| 30D | +8.4% | +38.5% | -30.1% | +1.2% |
| 3M | +4.5% | +61.0% | -56.5% | -5.2% |
| 6M | +7.9% | +58.0% | -50.2% | -2.2% |
| YTD | -15.2% | -23.5% | +8.2% | -13.2% |
| 1Y | -17.6% | -10.5% | -7.0% | -17.8% |
| 3Y | +82.1% | -33.8% | +115.9% | +85.6% |
| 5Y | +143.3% | -78.1% | +221.5% | +193.8% |
| 10Y | +149.9% | +157.7% | -7.8% | +36.8% |
| All | +149.9% | +163.7% | -13.8% | +36.8% |
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 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