+25.3%
IOT vs EPAM
-57.0%
+82.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +5.1% | -2.2% | +7.2% | +6.0% |
| 30D | -3.0% | +17.8% | -20.8% | -9.5% |
| 3M | +15.0% | +19.9% | -4.9% | +5.3% |
| 6M | +13.1% | -21.6% | +34.7% | +22.3% |
| YTD | +9.0% | -44.0% | +53.1% | +32.0% |
| 1Y | +0.1% | -30.5% | +30.6% | +11.9% |
| All | +25.3% | -57.0% | +82.3% | +48.7% |
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