-20.2%
IBM vs EPAM
-9.2%
-10.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.6% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +6.8% | +41.8% | -35.1% | -7.8% |
| 3M | +4.4% | +63.4% | -59.0% | -15.1% |
| 6M | +13.2% | +72.2% | -59.0% | -11.8% |
| YTD | -15.1% | -20.0% | +4.9% | -12.3% |
| 1Y | -20.2% | -9.0% | -11.1% | -21.1% |
| All | -20.2% | -9.2% | -10.9% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling