+1,108.9%
IDXX vs EPAM
+738.6%
+370.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.5% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | -11.3% | +18.4% | -29.7% | -14.6% |
| 3M | -7.3% | +19.2% | -26.5% | -11.7% |
| 6M | -14.5% | -21.0% | +6.5% | -11.1% |
| YTD | -23.1% | -43.7% | +20.6% | -14.6% |
| 1Y | -20.3% | -29.9% | +9.6% | -16.1% |
| 3Y | +11.7% | -56.5% | +68.2% | +26.3% |
| 5Y | -24.4% | -81.7% | +57.3% | -3.5% |
| 10Y | +355.5% | +64.5% | +291.0% | +273.5% |
| All | +1,108.9% | +738.6% | +370.3% | +754.2% |
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 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