+512.6%
IRM vs EPAM
+165.6%
+347.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -5.3% | +18.5% | -23.8% | -7.9% |
| 30D | -2.3% | +44.0% | -46.4% | -7.8% |
| 3M | -7.4% | +63.0% | -70.4% | -14.4% |
| 6M | -12.2% | +67.3% | -79.5% | -19.9% |
| YTD | +38.6% | -20.5% | +59.2% | +40.9% |
| 1Y | +14.9% | -9.6% | +24.5% | +14.2% |
| 3Y | +108.2% | -30.8% | +139.0% | +110.1% |
| 5Y | +183.8% | -75.6% | +259.5% | +233.2% |
| 10Y | +512.6% | +159.6% | +353.0% | +303.3% |
| All | +512.6% | +165.6% | +347.0% | +303.3% |
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 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