-44.9%
IONS vs EPAM
-15.2%
-29.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -10.6% | +0.8% | -11.4% | -10.6% |
| 30D | -7.7% | +24.9% | -32.6% | -7.7% |
| 3M | -27.1% | +22.6% | -49.7% | -27.1% |
| 6M | -46.8% | +24.2% | -71.0% | -46.7% |
| YTD | -49.2% | -33.0% | -16.3% | -49.0% |
| 1Y | -44.9% | -13.3% | -31.6% | -34.7% |
| All | -44.9% | -15.2% | -29.7% | -34.7% |
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 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