+128.3%
IBM vs EPAM
+1,105.1%
-976.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.5% | -6.4% |
| 7D | -4.3% | +23.0% | -27.3% | -8.2% |
| 30D | +11.7% | +51.6% | -39.9% | +3.3% |
| 3M | +5.5% | +50.8% | -45.3% | -2.6% |
| 6M | +9.5% | +51.1% | -41.7% | +0.7% |
| YTD | -14.9% | -19.1% | +4.2% | -13.7% |
| 1Y | -17.4% | +3.0% | -20.3% | -19.3% |
| 3Y | +83.3% | -31.2% | +114.4% | +85.7% |
| 5Y | +142.1% | -76.5% | +218.6% | +175.0% |
| 10Y | +157.2% | +168.4% | -11.3% | +80.5% |
| All | +128.3% | +1,105.1% | -976.8% | +39.7% |
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