+352.1%
IDXX vs EPAM
+74.2%
+277.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.1% |
| 7D | -5.7% | +0.7% | -6.5% | -5.9% |
| 30D | -11.5% | +17.6% | -29.1% | -15.2% |
| 3M | -9.5% | +27.1% | -36.7% | -16.0% |
| 6M | -16.0% | -17.0% | +1.0% | -13.1% |
| YTD | -25.4% | -42.4% | +17.1% | -16.1% |
| 1Y | -21.8% | -25.3% | +3.5% | -18.3% |
| 3Y | +7.0% | -55.7% | +62.8% | +22.9% |
| 5Y | -26.0% | -81.2% | +55.2% | +1.9% |
| All | +352.1% | +74.2% | +277.8% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling