+243.1%
INTU vs EPAM
+170.1%
+73.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.3% |
| 7D | +0.1% | +13.4% | -13.3% | -5.4% |
| 30D | +15.4% | +47.1% | -31.6% | -1.3% |
| 3M | +6.6% | +71.2% | -64.6% | -13.9% |
| 6M | -11.3% | +48.9% | -60.2% | -25.2% |
| YTD | -47.7% | -22.2% | -25.5% | -44.4% |
| 1Y | -47.0% | -5.2% | -41.8% | -47.7% |
| 3Y | -29.9% | -34.9% | +5.0% | -25.2% |
| 5Y | -42.2% | -77.4% | +35.2% | -13.5% |
| All | +243.1% | +170.1% | +73.0% | +62.0% |
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