-12.5%
INSM vs EPAM
-30.2%
+17.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.0% |
| 7D | +1.7% | -2.2% | +3.9% | +1.1% |
| 30D | -4.4% | +17.8% | -22.2% | 0.0% |
| 3M | +30.0% | +19.9% | +10.2% | +34.7% |
| 6M | -10.0% | -21.6% | +11.6% | -10.7% |
| YTD | -26.0% | -44.0% | +18.0% | -29.1% |
| 1Y | -12.5% | -30.5% | +18.0% | -13.9% |
| All | -12.5% | -30.2% | +17.7% | -13.9% |
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