+539.2%
ISRG vs EPAM
+157.4%
+381.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -2.0% | +2.4% | -4.4% | -2.8% |
| 30D | +5.6% | +42.3% | -36.8% | -5.6% |
| 3M | +10.5% | +60.7% | -50.1% | -4.9% |
| 6M | +2.6% | +80.5% | -77.9% | -16.0% |
| YTD | -21.7% | -20.4% | -1.3% | -19.6% |
| 1Y | -21.6% | -9.6% | -12.0% | -22.5% |
| 3Y | +57.0% | -30.5% | +87.5% | +58.8% |
| 5Y | +25.0% | -75.7% | +100.7% | +68.9% |
| All | +539.2% | +157.4% | +381.8% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling