+2.0%
ISRG vs EPAM
-81.9%
+83.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.4% |
| 7D | -1.6% | +2.0% | -3.5% | -2.0% |
| 30D | -2.3% | +6.5% | -8.8% | -3.8% |
| 3M | -12.4% | +19.9% | -32.4% | -16.3% |
| 6M | -26.8% | -16.9% | -9.9% | -25.0% |
| YTD | -35.3% | -42.9% | +7.6% | -28.9% |
| 1Y | -19.3% | -30.4% | +11.0% | -15.1% |
| 3Y | +18.1% | -54.7% | +72.9% | +30.6% |
| All | +2.0% | -81.9% | +83.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling