+68.5%
ICE vs EPAM
-29.7%
+98.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | +0.8% |
| 7D | +3.2% | +18.8% | -15.6% | +0.9% |
| 30D | +12.9% | +44.9% | -32.0% | +7.8% |
| 3M | +17.5% | +68.6% | -51.0% | +10.1% |
| 6M | +14.0% | +65.4% | -51.4% | +6.2% |
| YTD | +10.0% | -19.9% | +29.9% | +10.8% |
| 1Y | +19.5% | -10.0% | +29.5% | +19.3% |
| All | +68.5% | -29.7% | +98.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling