+354.1%
IONS vs EPAM
+1,058.6%
-704.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.5% |
| 7D | -9.4% | +13.4% | -22.8% | -12.6% |
| 30D | -10.7% | +47.1% | -57.8% | -19.0% |
| 3M | -27.7% | +71.2% | -98.8% | -36.9% |
| 6M | -48.7% | +48.9% | -97.6% | -54.5% |
| YTD | -50.2% | -22.2% | -27.9% | -49.0% |
| 1Y | -46.8% | -5.2% | -41.6% | -48.3% |
| 3Y | -14.8% | -34.9% | +20.1% | -13.2% |
| 5Y | +17.0% | -77.4% | +94.4% | +46.1% |
| 10Y | +45.3% | +158.1% | -112.8% | -29.8% |
| All | +354.1% | +1,058.6% | -704.5% | +67.9% |
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