+4.8%
IOT vs EPAM
-9.2%
+14.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +0.1% | +41.8% | -41.7% | -16.2% |
| 3M | +5.0% | +63.4% | -58.3% | -18.5% |
| 6M | +47.0% | +72.2% | -25.2% | +8.8% |
| YTD | +16.6% | -20.0% | +36.6% | +21.2% |
| 1Y | +4.8% | -9.0% | +13.8% | -12.1% |
| All | +4.8% | -9.2% | +14.0% | -12.1% |
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