+235.3%
INTU vs EPAM
+163.7%
+71.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.9% | +9.1% | -13.0% | -7.9% |
| 30D | +11.7% | +38.5% | -26.8% | -2.2% |
| 3M | +4.5% | +61.0% | -56.5% | -13.6% |
| 6M | -13.9% | +58.0% | -71.9% | -28.9% |
| YTD | -48.2% | -23.5% | -24.8% | -44.6% |
| 1Y | -47.1% | -10.5% | -36.6% | -46.6% |
| 3Y | -32.5% | -33.8% | +1.3% | -28.4% |
| 5Y | -42.6% | -78.1% | +35.6% | -12.7% |
| 10Y | +235.3% | +157.7% | +77.6% | +59.4% |
| All | +235.3% | +163.7% | +71.6% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling