+62.8%
IOT vs EPAM
-82.3%
+145.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.6% |
| 7D | -2.3% | +2.0% | -4.3% | -3.1% |
| 30D | +3.8% | +6.5% | -2.7% | +0.8% |
| 3M | +14.2% | +19.9% | -5.8% | +5.8% |
| 6M | +40.1% | -16.9% | +57.1% | +47.9% |
| YTD | +13.4% | -42.9% | +56.3% | +34.8% |
| 1Y | +12.2% | -30.4% | +42.5% | +24.5% |
| 3Y | +30.0% | -54.7% | +84.7% | +58.9% |
| All | +62.8% | -82.3% | +145.1% | +294.9% |
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