+586.9%
INCY vs EPAM
+1,058.6%
-471.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.1% |
| 7D | -0.6% | +13.4% | -14.0% | -3.5% |
| 30D | +5.5% | +47.1% | -41.6% | -2.8% |
| 3M | +1.1% | +71.2% | -70.1% | -9.9% |
| 6M | +19.8% | +48.9% | -29.1% | +8.7% |
| YTD | +21.1% | -22.2% | +43.4% | +23.8% |
| 1Y | +13.7% | -5.2% | +18.9% | +11.5% |
| 3Y | +119.3% | -34.9% | +154.2% | +123.8% |
| 5Y | +76.3% | -77.4% | +153.7% | +110.5% |
| 10Y | +36.6% | +158.1% | -121.4% | -26.0% |
| All | +586.9% | +1,058.6% | -471.8% | +180.5% |
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