+191.2%
IRM vs EPAM
-75.8%
+267.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +8.6% | -1.1% | +9.7% | +8.7% |
| 30D | 0.0% | +41.8% | -41.9% | -3.4% |
| 3M | -7.1% | +63.4% | -70.5% | -11.7% |
| 6M | -7.9% | +72.2% | -80.1% | -13.3% |
| YTD | +41.3% | -20.0% | +61.3% | +43.9% |
| 1Y | +20.7% | -9.0% | +29.8% | +21.0% |
| 3Y | +112.2% | -30.4% | +142.5% | +114.8% |
| 5Y | +191.2% | -75.6% | +266.8% | +223.4% |
| All | +191.2% | -75.8% | +267.0% | +223.4% |
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