+500.7%
ISRG vs EPAM
+170.1%
+330.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.3% |
| 7D | +4.8% | +13.4% | -8.6% | +0.3% |
| 30D | +9.2% | +47.1% | -37.8% | -3.2% |
| 3M | +21.2% | +71.2% | -50.0% | +2.4% |
| 6M | +0.2% | +48.9% | -48.7% | -13.2% |
| YTD | -20.1% | -22.2% | +2.2% | -17.3% |
| 1Y | -17.3% | -5.2% | -12.2% | -19.5% |
| 3Y | +63.3% | -34.9% | +98.3% | +68.7% |
| 5Y | +24.1% | -77.4% | +101.5% | +73.0% |
| All | +500.7% | +170.1% | +330.6% | +163.6% |
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 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