+7.6%
IRM vs EPAM
-10.3%
+17.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +0.5% |
| 7D | -8.6% | +13.4% | -22.0% | -6.5% |
| 30D | -8.0% | +47.1% | -55.0% | -4.5% |
| 3M | -12.0% | +71.2% | -83.2% | -8.2% |
| 6M | -18.2% | +48.9% | -67.1% | -14.1% |
| YTD | +31.4% | -22.2% | +53.6% | +36.2% |
| All | +7.6% | -10.3% | +17.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling