+40.4%
ICE vs EPAM
-75.8%
+116.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +13.7% | +41.8% | -28.1% | +9.4% |
| 3M | +17.9% | +63.4% | -45.4% | +11.7% |
| 6M | +15.0% | +72.2% | -57.2% | +7.7% |
| YTD | +10.9% | -20.0% | +31.0% | +11.8% |
| 1Y | +17.0% | -9.0% | +26.0% | +16.5% |
| 3Y | +68.2% | -30.4% | +98.6% | +68.7% |
| 5Y | +40.4% | -75.6% | +116.0% | +55.2% |
| All | +40.4% | -75.8% | +116.2% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling