+700.0%
ICE vs EPAM
+1,093.7%
-393.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | +0.6% |
| 7D | +3.2% | +18.8% | -15.6% | 0.0% |
| 30D | +12.9% | +44.9% | -32.0% | +6.0% |
| 3M | +17.5% | +68.6% | -51.0% | +7.6% |
| 6M | +14.0% | +65.4% | -51.4% | +3.8% |
| YTD | +10.0% | -19.9% | +29.9% | +11.7% |
| 1Y | +19.5% | -10.0% | +29.5% | +19.1% |
| 3Y | +66.8% | -30.3% | +97.0% | +67.9% |
| 5Y | +40.3% | -75.7% | +116.0% | +60.1% |
| 10Y | +249.7% | +167.2% | +82.5% | +152.3% |
| All | +700.0% | +1,093.7% | -393.8% | +410.1% |
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