+877.2%
INSM vs EPAM
+63.0%
+814.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -4.4% | +17.8% | -22.2% | -8.6% |
| 3M | +30.0% | +19.9% | +10.2% | +20.4% |
| 6M | -10.0% | -21.6% | +11.6% | -6.1% |
| YTD | -26.0% | -44.0% | +18.0% | -16.2% |
| 1Y | -12.5% | -30.5% | +18.0% | -8.4% |
| 3Y | +390.5% | -56.8% | +447.3% | +466.4% |
| 5Y | +357.7% | -81.7% | +439.4% | +574.9% |
| 10Y | +877.2% | +68.4% | +808.8% | +157.0% |
| All | +877.2% | +63.0% | +814.2% | +157.0% |
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 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