-6.1%
INVH vs EPAM
-24.0%
+17.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -7.5% | +17.6% | -25.1% | -8.8% |
| 3M | -5.5% | +27.1% | -32.6% | -7.9% |
| 6M | +11.7% | -17.0% | +28.7% | +11.9% |
| YTD | +1.3% | -42.4% | +43.8% | +2.7% |
| 1Y | -6.1% | -25.3% | +19.2% | -4.3% |
| All | -6.1% | -24.0% | +17.9% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling