+28.4%
ISRG vs EPAM
-77.2%
+105.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -6.6% |
| 7D | +4.4% | +23.0% | -18.6% | -0.1% |
| 30D | +15.8% | +51.6% | -35.8% | +6.2% |
| 3M | +24.9% | +50.8% | -25.9% | +14.1% |
| 6M | +3.8% | +51.1% | -47.3% | -5.9% |
| YTD | -17.3% | -19.1% | +1.8% | -15.8% |
| 1Y | -14.6% | +3.0% | -17.6% | -17.2% |
| 3Y | +68.2% | -31.2% | +99.4% | +70.2% |
| 5Y | +28.4% | -76.5% | +104.9% | +62.3% |
| All | +28.4% | -77.2% | +105.5% | +62.3% |
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