+740.9%
INSM vs EPAM
+168.6%
+572.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +1.8% |
| 7D | +14.4% | +18.8% | -4.4% | +8.9% |
| 30D | +18.8% | +44.9% | -26.2% | +7.3% |
| 3M | -11.3% | +68.6% | -79.9% | -23.5% |
| 6M | +17.9% | +65.4% | -47.5% | -1.1% |
| YTD | -31.3% | -19.9% | -11.5% | -29.9% |
| 1Y | -37.7% | -10.0% | -27.7% | -38.9% |
| 3Y | +403.1% | -30.3% | +433.4% | +402.8% |
| 5Y | +279.3% | -75.7% | +355.0% | +433.1% |
| 10Y | +740.9% | +167.2% | +573.7% | +82.4% |
| All | +740.9% | +168.6% | +572.2% | +82.4% |
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