+629.1%
ICE vs EPAM
+751.2%
-122.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.6% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | +7.6% | +6.5% | +1.1% | +6.2% |
| 3M | +13.9% | +19.9% | -6.0% | +9.9% |
| 6M | -2.4% | -16.9% | +14.6% | -0.4% |
| YTD | +0.3% | -42.9% | +43.1% | +8.0% |
| 1Y | -6.4% | -30.4% | +24.0% | -2.5% |
| 3Y | +43.1% | -54.7% | +97.8% | +55.1% |
| 5Y | +42.1% | -81.8% | +123.9% | +69.9% |
| 10Y | +220.9% | +65.5% | +155.5% | +149.9% |
| All | +629.1% | +751.2% | -122.1% | +393.1% |
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