+395.7%
INSM vs EPAM
-36.8%
+432.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.4% |
| 7D | +6.2% | +9.1% | -2.8% | +7.0% |
| 30D | +15.4% | +38.5% | -23.1% | +18.4% |
| 3M | -11.4% | +61.0% | -72.4% | -8.1% |
| 6M | +14.6% | +58.0% | -43.5% | +18.0% |
| YTD | -33.3% | -23.5% | -9.8% | -29.5% |
| 1Y | -38.8% | -10.5% | -28.3% | -36.2% |
| 3Y | +395.7% | -33.8% | +429.6% | +436.1% |
| All | +395.7% | -36.8% | +432.5% | +436.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling