-19.1%
IP vs EPAM
-32.1%
+13.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.5% |
| 7D | -5.3% | +2.0% | -7.2% | -5.5% |
| 30D | -10.9% | +6.5% | -17.4% | -11.9% |
| 3M | +11.2% | +19.9% | -8.8% | +8.0% |
| 6M | -10.2% | -16.9% | +6.7% | -8.5% |
| YTD | -2.0% | -42.9% | +40.9% | +4.5% |
| 1Y | -19.1% | -30.4% | +11.3% | -18.7% |
| All | -19.1% | -32.1% | +13.0% | -18.7% |
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 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