+855.8%
IRM vs EPAM
+1,093.7%
-238.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.6% |
| 7D | -5.1% | +18.8% | -23.9% | -7.6% |
| 30D | -3.3% | +44.9% | -48.2% | -8.5% |
| 3M | -8.2% | +68.6% | -76.7% | -15.1% |
| 6M | -12.8% | +65.4% | -78.2% | -19.9% |
| YTD | +36.6% | -19.9% | +56.5% | +38.1% |
| 1Y | +11.9% | -10.0% | +21.9% | +11.1% |
| 3Y | +105.1% | -30.3% | +135.4% | +106.3% |
| 5Y | +182.4% | -75.7% | +258.1% | +217.1% |
| 10Y | +505.1% | +167.2% | +338.0% | +355.2% |
| All | +855.8% | +1,093.7% | -238.0% | +542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling