-16.2%
IONS vs EPAM
-31.1%
+14.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.0% | -4.7% |
| 7D | -12.6% | +23.0% | -35.6% | -14.0% |
| 30D | -11.8% | +51.6% | -63.4% | -14.8% |
| 3M | -28.4% | +50.8% | -79.2% | -30.9% |
| 6M | -48.4% | +51.1% | -99.6% | -50.4% |
| YTD | -51.0% | -19.1% | -31.8% | -49.5% |
| 1Y | -48.0% | +3.0% | -51.0% | -48.4% |
| All | -16.2% | -31.1% | +14.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling