-60.9%
IONS vs EPAM
-10.0%
-50.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -29.4% | +18.5% | -48.0% | -29.2% |
| 30D | -35.1% | +44.0% | -79.2% | -35.1% |
| 3M | -48.9% | +63.0% | -111.9% | -48.9% |
| 6M | -62.4% | +67.3% | -129.7% | -62.4% |
| YTD | -64.2% | -20.5% | -43.7% | -63.3% |
| 1Y | -60.9% | -9.6% | -51.3% | -58.3% |
| All | -60.9% | -10.0% | -50.9% | -58.3% |
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