-25.7%
IDXX vs EPAM
-82.0%
+56.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -4.3% | -4.5% | +0.2% | -3.5% |
| 30D | -13.7% | +14.6% | -28.3% | -15.9% |
| 3M | -9.1% | +23.1% | -32.1% | -13.3% |
| 6M | -15.4% | -19.5% | +4.0% | -12.8% |
| YTD | -25.1% | -44.1% | +19.0% | -17.9% |
| 1Y | -20.6% | -25.2% | +4.6% | -17.9% |
| 3Y | +8.7% | -56.8% | +65.6% | +20.7% |
| 5Y | -25.7% | -81.7% | +56.0% | -4.1% |
| All | -25.7% | -82.0% | +56.3% | -4.1% |
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 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