+550.7%
ISRG vs EPAM
+165.6%
+385.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -6.8% | +18.5% | -25.3% | -11.9% |
| 30D | +5.1% | +44.0% | -38.9% | -6.3% |
| 3M | +12.0% | +63.0% | -50.9% | -4.0% |
| 6M | +7.0% | +67.3% | -60.2% | -10.5% |
| YTD | -20.6% | -20.5% | -0.1% | -18.4% |
| 1Y | -21.4% | -9.6% | -11.8% | -22.4% |
| 3Y | +62.0% | -30.8% | +92.8% | +64.1% |
| 5Y | +28.1% | -75.6% | +103.8% | +72.8% |
| 10Y | +550.7% | +159.6% | +391.1% | +178.4% |
| All | +550.7% | +165.6% | +385.1% | +178.4% |
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 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