+52.5%
INCY vs EPAM
+65.2%
-12.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +3.2% | +18.4% | -15.2% | +0.2% |
| 3M | +23.6% | +19.2% | +4.4% | +19.1% |
| 6M | +29.7% | -21.0% | +50.6% | +33.6% |
| YTD | +25.9% | -43.7% | +69.7% | +36.7% |
| 1Y | +43.7% | -29.9% | +73.6% | +49.6% |
| 3Y | +94.4% | -56.5% | +151.0% | +113.5% |
| 5Y | +68.0% | -81.7% | +149.6% | +108.6% |
| 10Y | +52.5% | +64.5% | -12.0% | -22.2% |
| All | +52.5% | +65.2% | -12.7% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling