+2,206.8%
INSM vs EPAM
+1,093.7%
+1,113.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +1.8% |
| 7D | +14.4% | +18.8% | -4.4% | +9.2% |
| 30D | +18.8% | +44.9% | -26.2% | +7.9% |
| 3M | -11.3% | +68.6% | -79.9% | -22.8% |
| 6M | +17.9% | +65.4% | -47.5% | 0.0% |
| YTD | -31.3% | -19.9% | -11.5% | -30.4% |
| 1Y | -37.7% | -10.0% | -27.7% | -39.1% |
| 3Y | +403.1% | -30.3% | +433.4% | +401.3% |
| 5Y | +279.3% | -75.7% | +355.0% | +378.4% |
| 10Y | +740.9% | +167.2% | +573.7% | +370.4% |
| All | +2,206.8% | +1,093.7% | +1,113.0% | +1,107.6% |
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