+17.1%
INCY vs EPAM
+163.7%
-146.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.1% |
| 7D | +1.5% | +9.1% | -7.5% | -0.4% |
| 30D | +8.1% | +38.5% | -30.4% | +1.7% |
| 3M | +1.1% | +61.0% | -59.9% | -7.5% |
| 6M | +23.7% | +58.0% | -34.4% | +12.5% |
| YTD | +23.4% | -23.5% | +46.9% | +26.2% |
| 1Y | +15.0% | -10.5% | +25.6% | +14.4% |
| 3Y | +132.1% | -33.8% | +165.9% | +135.5% |
| 5Y | +83.2% | -78.1% | +161.3% | +126.1% |
| 10Y | +17.1% | +157.7% | -140.7% | -48.9% |
| All | +17.1% | +163.7% | -146.6% | -48.9% |
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