-23.2%
ISRG vs EPAM
-9.2%
-13.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.2% |
| 7D | -6.1% | -1.1% | -5.0% | -6.0% |
| 30D | +4.2% | +41.8% | -37.6% | -1.2% |
| 3M | +9.6% | +63.4% | -53.7% | +1.3% |
| 6M | +1.9% | +72.2% | -70.3% | -8.1% |
| YTD | -22.3% | -20.0% | -2.3% | -19.3% |
| 1Y | -23.2% | -9.0% | -14.1% | -26.7% |
| All | -23.2% | -9.2% | -13.9% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling