+22.9%
IP vs EPAM
+65.3%
-42.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.7% |
| 7D | -5.3% | +2.0% | -7.2% | -5.7% |
| 30D | -10.9% | +6.5% | -17.4% | -12.4% |
| 3M | +11.2% | +19.9% | -8.8% | +5.9% |
| 6M | -10.2% | -16.9% | +6.7% | -7.8% |
| YTD | -2.0% | -42.9% | +40.9% | +8.2% |
| 1Y | -19.1% | -30.4% | +11.3% | -14.8% |
| 3Y | +20.9% | -54.7% | +75.6% | +35.0% |
| 5Y | -17.8% | -81.8% | +64.0% | +6.0% |
| All | +22.9% | +65.3% | -42.4% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling