+20.4%
ICE vs EPAM
-10.0%
+30.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.2% | +18.5% | -15.3% | +0.2% |
| 30D | +14.7% | +44.0% | -29.3% | +7.6% |
| 3M | +19.8% | +63.0% | -43.2% | +9.8% |
| 6M | +15.2% | +67.3% | -52.0% | +3.7% |
| YTD | +12.7% | -20.5% | +33.2% | +21.2% |
| 1Y | +20.4% | -9.6% | +30.0% | +22.5% |
| All | +20.4% | -10.0% | +30.4% | +22.5% |
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