+627.6%
INCY vs EPAM
+751.2%
-123.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | +1.9% | +2.0% | 0.0% | +1.5% |
| 30D | +5.8% | +6.5% | -0.7% | +4.1% |
| 3M | +25.2% | +19.9% | +5.3% | +19.9% |
| 6M | +28.2% | -16.9% | +45.1% | +31.3% |
| YTD | +28.3% | -42.9% | +71.2% | +40.5% |
| 1Y | +48.3% | -30.4% | +78.7% | +55.4% |
| 3Y | +95.9% | -54.7% | +150.7% | +116.2% |
| 5Y | +66.6% | -81.8% | +148.4% | +106.3% |
| 10Y | +54.5% | +65.5% | -10.9% | -7.1% |
| All | +627.6% | +751.2% | -123.6% | +218.3% |
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