+371.6%
IJH vs EPAM
+1,091.5%
-719.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +3.0% | -1.1% | +4.2% | +3.2% |
| 30D | +0.8% | +41.8% | -41.0% | -6.6% |
| 3M | -5.1% | +63.4% | -68.5% | -14.8% |
| 6M | +1.3% | +72.2% | -70.9% | -11.3% |
| YTD | +12.8% | -20.0% | +32.8% | +14.6% |
| 1Y | +14.1% | -9.0% | +23.1% | +12.7% |
| 3Y | +57.8% | -30.4% | +88.2% | +59.4% |
| 5Y | +36.9% | -75.6% | +112.5% | +60.7% |
| 10Y | +174.1% | +161.2% | +12.9% | +87.0% |
| All | +371.6% | +1,091.5% | -719.9% | +167.3% |
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