+9.0%
INDA vs EPAM
-75.8%
+84.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +3.1% | -1.1% | +4.2% | +3.1% |
| 30D | +9.1% | +41.8% | -32.7% | +5.7% |
| 3M | +3.2% | +63.4% | -60.2% | -1.3% |
| 6M | +8.5% | +72.2% | -63.7% | +2.7% |
| YTD | -4.6% | -20.0% | +15.4% | -3.6% |
| 1Y | -5.5% | -9.0% | +3.5% | -5.7% |
| 3Y | +16.7% | -30.4% | +47.1% | +17.4% |
| 5Y | +9.0% | -75.6% | +84.6% | +16.5% |
| All | +9.0% | -75.8% | +84.7% | +16.5% |
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 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