+253.7%
INSM vs EPAM
-77.7%
+331.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +5.5% |
| 7D | +1.6% | +13.4% | -11.8% | +0.3% |
| 30D | +12.5% | +47.1% | -34.6% | +8.2% |
| 3M | -13.7% | +71.2% | -84.9% | -18.4% |
| 6M | -16.5% | +48.9% | -65.5% | -20.9% |
| YTD | -34.3% | -22.2% | -12.0% | -32.1% |
| 1Y | -38.4% | -5.2% | -33.2% | -38.5% |
| 3Y | +379.9% | -34.9% | +414.9% | +398.1% |
| All | +253.7% | -77.7% | +331.4% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling