+122.8%
IP vs EPAM
+899.0%
-776.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | +11.2% | +24.9% | -13.7% | +6.4% |
| 3M | -14.8% | +22.6% | -37.4% | -18.6% |
| 6M | +17.3% | +24.2% | -6.9% | +10.9% |
| YTD | -6.2% | -33.0% | +26.8% | -0.7% |
| 1Y | +2.3% | -13.3% | +15.7% | +2.7% |
| 3Y | +17.7% | -42.9% | +60.6% | +24.5% |
| 5Y | -8.4% | -80.8% | +72.4% | +12.3% |
| 10Y | +32.1% | +122.5% | -90.5% | -8.9% |
| All | +122.8% | +899.0% | -776.2% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling