+26.5%
IP vs EPAM
+170.1%
-143.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.6% |
| 7D | -5.1% | +13.4% | -18.4% | -8.1% |
| 30D | +8.5% | +47.1% | -38.6% | -0.7% |
| 3M | -13.8% | +71.2% | -85.0% | -23.9% |
| 6M | +5.7% | +48.9% | -43.2% | -4.8% |
| YTD | -9.1% | -22.2% | +13.1% | -6.8% |
| 1Y | -0.8% | -5.2% | +4.4% | -2.8% |
| 3Y | +14.8% | -34.9% | +49.7% | +17.9% |
| 5Y | -11.5% | -77.4% | +65.9% | +10.3% |
| All | +26.5% | +170.1% | -143.6% | -32.7% |
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 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