+557.0%
INTU vs EPAM
+751.2%
-194.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.6% |
| 7D | -7.1% | +2.0% | -9.0% | -7.7% |
| 30D | +1.5% | +6.5% | -5.1% | -1.1% |
| 3M | +10.7% | +19.9% | -9.3% | +3.4% |
| 6M | -23.8% | -16.9% | -6.9% | -19.8% |
| YTD | -49.3% | -42.9% | -6.4% | -40.3% |
| 1Y | -49.7% | -30.4% | -19.3% | -44.5% |
| 3Y | -38.0% | -54.7% | +16.7% | -25.4% |
| 5Y | -38.7% | -81.8% | +43.1% | -11.0% |
| 10Y | +221.3% | +65.5% | +155.9% | +149.5% |
| All | +557.0% | +751.2% | -194.2% | +271.8% |
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