+468.8%
IBN vs EPAM
+1,058.6%
-589.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.0% | +4.9% |
| 7D | +15.1% | +13.4% | +1.7% | +11.9% |
| 30D | +21.6% | +47.1% | -25.4% | +12.5% |
| 3M | +11.2% | +71.2% | -60.0% | -0.5% |
| 6M | +27.8% | +48.9% | -21.2% | +16.1% |
| YTD | +14.7% | -22.2% | +36.9% | +17.4% |
| 1Y | +14.4% | -5.2% | +19.6% | +12.3% |
| 3Y | +52.1% | -34.9% | +87.0% | +54.7% |
| 5Y | +70.7% | -77.4% | +148.1% | +104.2% |
| 10Y | +385.5% | +158.1% | +227.5% | +193.9% |
| All | +468.8% | +1,058.6% | -589.8% | +162.1% |
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 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