+2,338.0%
INSM vs EPAM
+751.2%
+1,586.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +6.5% | +2.0% | +4.6% | +6.0% |
| 30D | +27.5% | +6.5% | +21.0% | +23.7% |
| 3M | +20.4% | +19.9% | +0.4% | +12.2% |
| 6M | -15.7% | -16.9% | +1.2% | -13.9% |
| YTD | -27.4% | -42.9% | +15.4% | -19.3% |
| 1Y | -11.4% | -30.4% | +19.0% | -7.6% |
| 3Y | +457.8% | -54.7% | +512.6% | +525.8% |
| 5Y | +343.0% | -81.8% | +424.8% | +499.3% |
| 10Y | +848.1% | +65.5% | +782.7% | +497.7% |
| All | +2,338.0% | +751.2% | +1,586.8% | +1,299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling