+20.6%
ICE vs EPAM
-15.2%
+35.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +12.2% | +0.8% | +11.3% | +12.0% |
| 30D | +15.0% | +24.9% | -10.0% | +10.5% |
| 3M | +17.6% | +22.6% | -4.9% | +13.0% |
| 6M | +12.6% | +24.2% | -11.6% | +7.4% |
| YTD | +9.1% | -33.0% | +42.1% | +20.4% |
| 1Y | +20.6% | -13.3% | +33.9% | +27.7% |
| All | +20.6% | -15.2% | +35.8% | +27.7% |
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 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