+72.5%
INVH vs EPAM
+153.3%
-80.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.3% | -1.1% | -2.2% | -3.1% |
| 30D | +0.2% | +41.8% | -41.6% | -6.7% |
| 3M | -9.5% | +63.4% | -72.9% | -18.2% |
| 6M | -4.3% | +72.2% | -76.5% | -15.3% |
| YTD | -0.8% | -20.0% | +19.2% | +1.0% |
| 1Y | -3.6% | -9.0% | +5.4% | -4.5% |
| 3Y | -5.8% | -30.4% | +24.6% | -5.3% |
| 5Y | -22.3% | -75.6% | +53.3% | -5.0% |
| All | +72.5% | +153.3% | -80.8% | +10.9% |
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