+819.0%
IRM vs EPAM
+1,058.6%
-239.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.4% |
| 7D | -8.6% | +13.4% | -22.0% | -10.5% |
| 30D | -8.0% | +47.1% | -55.0% | -13.1% |
| 3M | -12.0% | +71.2% | -83.2% | -18.9% |
| 6M | -18.2% | +48.9% | -67.1% | -23.7% |
| YTD | +31.4% | -22.2% | +53.6% | +33.3% |
| 1Y | +9.2% | -5.2% | +14.3% | +7.4% |
| 3Y | +94.6% | -34.9% | +129.5% | +97.6% |
| 5Y | +170.2% | -77.4% | +247.6% | +206.8% |
| 10Y | +464.3% | +158.1% | +306.2% | +326.3% |
| All | +819.0% | +1,058.6% | -239.6% | +520.3% |
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