+180.8%
IRM vs EPAM
-75.7%
+256.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.8% | +2.4% | +4.4% | +6.6% |
| 30D | +2.6% | +42.3% | -39.7% | -0.9% |
| 3M | -9.5% | +60.7% | -70.1% | -13.8% |
| 6M | -8.5% | +80.5% | -89.0% | -14.4% |
| YTD | +40.3% | -20.4% | +60.6% | +42.9% |
| 1Y | +28.7% | -9.6% | +38.3% | +29.1% |
| 3Y | +111.8% | -30.5% | +142.3% | +114.4% |
| All | +180.8% | -75.7% | +256.5% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling