+62.6%
IOT vs EPAM
-82.6%
+145.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -1.8% | +18.4% | -20.1% | -7.8% |
| 3M | +17.9% | +19.2% | -1.3% | +9.5% |
| 6M | +13.5% | -21.0% | +34.5% | +21.9% |
| YTD | +13.3% | -43.7% | +57.0% | +35.3% |
| 1Y | -3.3% | -29.9% | +26.6% | +7.0% |
| 3Y | +31.3% | -56.5% | +87.9% | +62.8% |
| All | +62.6% | -82.6% | +145.1% | +296.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling