+371.0%
IJH vs EPAM
+1,086.5%
-715.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.3% | +2.4% | -0.1% | +1.8% |
| 30D | +2.1% | +42.3% | -40.3% | -5.6% |
| 3M | -5.7% | +60.7% | -66.3% | -15.1% |
| 6M | +1.4% | +80.5% | -79.1% | -12.0% |
| YTD | +12.6% | -20.4% | +33.0% | +14.5% |
| 1Y | +16.1% | -9.6% | +25.7% | +14.8% |
| 3Y | +57.8% | -30.5% | +88.3% | +59.5% |
| 5Y | +36.8% | -75.7% | +112.5% | +60.6% |
| 10Y | +173.7% | +160.1% | +13.7% | +86.9% |
| All | +371.0% | +1,086.5% | -715.6% | +167.2% |
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