+2,141.3%
INSM vs EPAM
+1,040.5%
+1,100.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +6.2% | +9.1% | -2.8% | +3.4% |
| 30D | +15.4% | +38.5% | -23.1% | +6.0% |
| 3M | -11.4% | +61.0% | -72.4% | -22.1% |
| 6M | +14.6% | +58.0% | -43.5% | -1.8% |
| YTD | -33.3% | -23.5% | -9.8% | -31.7% |
| 1Y | -38.8% | -10.5% | -28.3% | -40.2% |
| 3Y | +395.7% | -33.8% | +429.6% | +400.3% |
| 5Y | +258.9% | -78.1% | +337.0% | +368.7% |
| 10Y | +754.3% | +157.7% | +596.6% | +382.1% |
| All | +2,141.3% | +1,040.5% | +1,100.8% | +1,085.8% |
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