+349.1%
INSM vs EPAM
-81.7%
+430.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | -4.7% | +18.4% | -23.1% | -6.4% |
| 3M | +32.6% | +19.2% | +13.4% | +28.3% |
| 6M | -10.9% | -21.0% | +10.1% | -8.6% |
| YTD | -28.2% | -43.7% | +15.5% | -23.2% |
| 1Y | -14.9% | -29.9% | +15.0% | -12.6% |
| 3Y | +375.6% | -56.5% | +432.1% | +418.3% |
| 5Y | +349.1% | -81.7% | +430.8% | +477.5% |
| All | +349.1% | -81.7% | +430.8% | +477.5% |
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