+382.8%
IJH vs EPAM
+751.2%
-368.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | -1.5% | +6.5% | -8.0% | -3.2% |
| 3M | +0.8% | +19.9% | -19.2% | -4.0% |
| 6M | +7.6% | -16.9% | +24.5% | +10.1% |
| YTD | +15.5% | -42.9% | +58.4% | +26.6% |
| 1Y | +16.9% | -30.4% | +47.3% | +22.4% |
| 3Y | +48.1% | -54.7% | +102.8% | +64.5% |
| 5Y | +47.8% | -81.8% | +129.6% | +84.5% |
| 10Y | +178.6% | +65.5% | +113.1% | +108.7% |
| All | +382.8% | +751.2% | -368.4% | +195.4% |
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