-42.6%
INTU vs EPAM
-78.1%
+35.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.9% | +9.1% | -13.0% | -7.2% |
| 30D | +11.7% | +38.5% | -26.8% | +0.2% |
| 3M | +4.5% | +61.0% | -56.5% | -10.5% |
| 6M | -13.9% | +58.0% | -71.9% | -26.3% |
| YTD | -48.2% | -23.5% | -24.8% | -45.7% |
| 1Y | -47.1% | -10.5% | -36.6% | -46.9% |
| 3Y | -32.5% | -33.8% | +1.3% | -29.5% |
| 5Y | -42.6% | -78.1% | +35.6% | -22.6% |
| All | -42.6% | -78.1% | +35.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling