+347.0%
IONS vs EPAM
+1,105.1%
-758.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.0% | -8.0% |
| 7D | -12.6% | +23.0% | -35.6% | -17.2% |
| 30D | -11.8% | +51.6% | -63.4% | -20.5% |
| 3M | -28.4% | +50.8% | -79.2% | -35.8% |
| 6M | -48.4% | +51.1% | -99.6% | -54.4% |
| YTD | -51.0% | -19.1% | -31.8% | -50.3% |
| 1Y | -48.0% | +3.0% | -51.0% | -50.5% |
| 3Y | -17.8% | -31.2% | +13.4% | -17.3% |
| 5Y | +15.2% | -76.5% | +91.7% | +42.6% |
| 10Y | +43.0% | +168.4% | -125.4% | -31.5% |
| All | +347.0% | +1,105.1% | -758.1% | +63.9% |
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