+117.0%
IBM vs EPAM
+751.2%
-634.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.5% |
| 7D | -0.3% | +2.0% | -2.2% | -0.6% |
| 30D | +0.3% | +6.5% | -6.2% | -1.1% |
| 3M | -21.6% | +19.9% | -41.5% | -24.3% |
| 6M | -4.7% | -16.9% | +12.2% | -2.4% |
| YTD | -19.1% | -42.9% | +23.8% | -12.3% |
| 1Y | -2.5% | -30.4% | +27.9% | +2.2% |
| 3Y | +74.2% | -54.7% | +128.9% | +90.4% |
| 5Y | +113.1% | -81.8% | +194.9% | +153.0% |
| 10Y | +133.5% | +65.5% | +68.1% | +78.0% |
| All | +117.0% | +751.2% | -634.2% | +41.9% |
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