+13.8%
IP vs EPAM
-31.1%
+44.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -7.3% |
| 7D | -5.0% | +23.0% | -28.0% | -8.6% |
| 30D | +6.5% | +51.6% | -45.1% | -1.5% |
| 3M | -18.0% | +50.8% | -68.9% | -24.5% |
| 6M | +10.3% | +51.1% | -40.8% | +1.0% |
| YTD | -9.9% | -19.1% | +9.2% | -7.3% |
| 1Y | -1.1% | +3.0% | -4.0% | -3.8% |
| All | +13.8% | -31.1% | +44.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling