+409.2%
IRM vs EPAM
+66.7%
+342.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.0% |
| 7D | -0.5% | +2.0% | -2.4% | -0.8% |
| 30D | -8.1% | +6.5% | -14.6% | -9.2% |
| 3M | -9.7% | +19.9% | -29.6% | -12.8% |
| 6M | +10.0% | -16.9% | +26.9% | +12.0% |
| YTD | +43.0% | -42.9% | +85.9% | +53.4% |
| 1Y | +32.7% | -30.4% | +63.0% | +37.3% |
| 3Y | +102.7% | -54.7% | +157.5% | +119.3% |
| 5Y | +187.6% | -81.8% | +269.4% | +251.5% |
| All | +409.2% | +66.7% | +342.6% | +259.7% |
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