+47.8%
IJH vs EPAM
-81.8%
+129.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.7% | -2.2% | +1.4% | -0.4% |
| 30D | -3.8% | +17.8% | -21.6% | -6.2% |
| 3M | 0.0% | +19.9% | -19.9% | -3.4% |
| 6M | +8.8% | -21.6% | +30.3% | +12.0% |
| YTD | +13.5% | -44.0% | +57.5% | +22.5% |
| 1Y | +15.4% | -30.5% | +45.9% | +19.8% |
| 3Y | +50.9% | -56.8% | +107.7% | +64.6% |
| 5Y | +47.8% | -81.7% | +129.5% | +70.8% |
| All | +47.8% | -81.8% | +129.6% | +70.8% |
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 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