-11.4%
INSM vs EPAM
-32.1%
+20.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.9% |
| 7D | +6.5% | +2.0% | +4.6% | +7.1% |
| 30D | +27.5% | +6.5% | +21.0% | +31.6% |
| 3M | +20.4% | +19.9% | +0.4% | +25.1% |
| 6M | -15.7% | -16.9% | +1.2% | -15.5% |
| YTD | -27.4% | -42.9% | +15.4% | -30.1% |
| 1Y | -11.4% | -30.4% | +19.0% | -12.0% |
| All | -11.4% | -32.1% | +20.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling