+8.5%
INDA vs EPAM
-81.9%
+90.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.2% |
| 7D | +0.7% | +2.0% | -1.2% | +0.5% |
| 30D | -0.8% | +6.5% | -7.3% | -1.5% |
| 3M | +3.9% | +19.9% | -16.0% | +1.9% |
| 6M | -0.7% | -16.9% | +16.2% | +0.4% |
| YTD | -7.7% | -42.9% | +35.2% | -3.7% |
| 1Y | -5.1% | -30.4% | +25.3% | -3.0% |
| 3Y | +13.6% | -54.7% | +68.4% | +19.0% |
| All | +8.5% | -81.9% | +90.4% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling