-19.4%
INVH vs EPAM
-81.8%
+62.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -5.7% | +17.8% | -23.5% | -7.6% |
| 3M | -4.5% | +19.9% | -24.4% | -7.1% |
| 6M | +11.0% | -21.6% | +32.5% | +13.4% |
| YTD | +3.7% | -44.0% | +47.7% | +9.9% |
| 1Y | -2.8% | -30.5% | +27.7% | 0.0% |
| 3Y | -7.1% | -56.8% | +49.6% | -0.8% |
| 5Y | -19.4% | -81.7% | +62.3% | -9.2% |
| All | -19.4% | -81.8% | +62.3% | -9.2% |
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