-62.4%
IONS vs EPAM
-9.2%
-53.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | -29.6% | -1.1% | -28.5% | -29.6% |
| 30D | -35.6% | +41.8% | -77.4% | -35.5% |
| 3M | -51.7% | +63.4% | -115.0% | -51.7% |
| 6M | -64.0% | +72.2% | -136.2% | -64.0% |
| YTD | -65.5% | -20.0% | -45.4% | -64.6% |
| 1Y | -62.4% | -9.0% | -53.4% | -59.9% |
| All | -62.4% | -9.2% | -53.2% | -59.9% |
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 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