+119.3%
INCY vs EPAM
-33.7%
+153.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +1.8% |
| 7D | -0.6% | +13.4% | -14.0% | -2.3% |
| 30D | +5.5% | +47.1% | -41.6% | +0.1% |
| 3M | +1.1% | +71.2% | -70.1% | -6.3% |
| 6M | +19.8% | +48.9% | -29.1% | +12.3% |
| YTD | +21.1% | -22.2% | +43.4% | +23.8% |
| 1Y | +13.7% | -5.2% | +18.9% | +12.9% |
| 3Y | +119.3% | -34.9% | +154.2% | +106.6% |
| All | +119.3% | -33.7% | +153.0% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling