+103.8%
IRM vs EPAM
-54.6%
+158.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | -0.5% | +2.0% | -2.4% | -0.6% |
| 30D | -8.1% | +6.5% | -14.6% | -8.7% |
| 3M | -9.7% | +19.9% | -29.6% | -11.5% |
| 6M | +10.0% | -16.9% | +26.9% | +12.6% |
| YTD | +43.0% | -42.9% | +85.9% | +53.6% |
| 1Y | +32.7% | -30.4% | +63.0% | +37.4% |
| All | +103.8% | -54.6% | +158.4% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling