-0.8%
IOT vs EPAM
-24.0%
+23.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -1.6% |
| 7D | -4.5% | +0.7% | -5.3% | -4.9% |
| 30D | -2.4% | +17.6% | -20.0% | -10.4% |
| 3M | +19.0% | +27.1% | -8.1% | +2.8% |
| 6M | +19.6% | -17.0% | +36.6% | +29.0% |
| YTD | +8.3% | -42.4% | +50.7% | +36.4% |
| 1Y | -0.8% | -25.3% | +24.5% | +3.5% |
| All | -0.8% | -24.0% | +23.2% | +3.5% |
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 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