-7.0%
INVH vs EPAM
-56.4%
+49.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -7.1% | +18.4% | -25.4% | -8.8% |
| 3M | -3.0% | +19.2% | -22.2% | -5.2% |
| 6M | +10.1% | -21.0% | +31.0% | +12.0% |
| YTD | +3.8% | -43.7% | +47.6% | +9.0% |
| 1Y | -2.1% | -29.9% | +27.8% | +0.1% |
| 3Y | -7.0% | -56.5% | +49.5% | -5.7% |
| All | -7.0% | -56.4% | +49.3% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling