+81.9%
IBM vs EPAM
-31.1%
+113.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.5% | -7.9% |
| 7D | -4.3% | +23.0% | -27.3% | -9.8% |
| 30D | +11.7% | +51.6% | -39.9% | -0.7% |
| 3M | +5.5% | +50.8% | -45.3% | -6.4% |
| 6M | +9.5% | +51.1% | -41.7% | -3.9% |
| YTD | -14.9% | -19.1% | +4.2% | -15.2% |
| 1Y | -17.4% | +3.0% | -20.3% | -21.0% |
| All | +81.9% | -31.1% | +113.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling