+701.9%
INSM vs EPAM
+157.4%
+544.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.9% | +2.4% | +3.5% | +5.3% |
| 30D | +23.9% | +42.3% | -18.4% | +12.4% |
| 3M | -4.1% | +60.7% | -64.8% | -16.2% |
| 6M | +2.7% | +80.5% | -77.8% | -16.0% |
| YTD | -30.4% | -20.4% | -10.0% | -28.8% |
| 1Y | -36.6% | -9.6% | -27.0% | -37.9% |
| 3Y | +406.9% | -30.5% | +437.4% | +406.8% |
| 5Y | +280.3% | -75.7% | +356.0% | +433.7% |
| All | +701.9% | +157.4% | +544.5% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling