+36.9%
IJH vs EPAM
-75.8%
+112.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +3.0% | -1.1% | +4.2% | +3.1% |
| 30D | +0.8% | +41.8% | -41.0% | -4.6% |
| 3M | -5.1% | +63.4% | -68.5% | -12.2% |
| 6M | +1.3% | +72.2% | -70.9% | -7.9% |
| YTD | +12.8% | -20.0% | +32.8% | +15.0% |
| 1Y | +14.1% | -9.0% | +23.1% | +13.8% |
| 3Y | +57.8% | -30.4% | +88.2% | +59.8% |
| 5Y | +36.9% | -75.6% | +112.5% | +51.7% |
| All | +36.9% | -75.8% | +112.7% | +51.7% |
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