-40.0%
INFQ vs EPAM
-2.6%
-37.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -2.1% |
| 7D | +10.8% | +18.8% | -8.0% | +15.8% |
| 30D | -15.3% | +44.9% | -60.3% | -10.3% |
| 3M | -20.0% | +68.6% | -88.6% | -14.2% |
| 6M | -22.9% | +65.4% | -88.3% | -14.6% |
| All | -40.0% | -2.6% | -37.4% | -25.3% |
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