-12.3%
IP vs EPAM
-77.2%
+64.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -6.9% |
| 7D | -5.0% | +23.0% | -28.0% | -8.1% |
| 30D | +6.5% | +51.6% | -45.1% | -0.2% |
| 3M | -18.0% | +50.8% | -68.9% | -23.4% |
| 6M | +10.3% | +51.1% | -40.8% | +2.5% |
| YTD | -9.9% | -19.1% | +9.2% | -8.8% |
| 1Y | -1.1% | +3.0% | -4.0% | -3.5% |
| 3Y | +13.0% | -31.2% | +44.2% | +13.8% |
| 5Y | -12.3% | -76.5% | +64.2% | -11.8% |
| All | -12.3% | -77.2% | +64.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling