+757.2%
ISRG vs EPAM
+1,105.1%
-347.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -7.9% |
| 7D | +4.4% | +23.0% | -18.6% | -1.6% |
| 30D | +15.8% | +51.6% | -35.8% | +3.3% |
| 3M | +24.9% | +50.8% | -25.9% | +10.8% |
| 6M | +3.8% | +51.1% | -47.3% | -8.9% |
| YTD | -17.3% | -19.1% | +1.8% | -15.7% |
| 1Y | -14.6% | +3.0% | -17.6% | -18.3% |
| 3Y | +68.2% | -31.2% | +99.4% | +70.8% |
| 5Y | +28.4% | -76.5% | +104.9% | +60.1% |
| 10Y | +528.0% | +168.4% | +359.6% | +317.8% |
| All | +757.2% | +1,105.1% | -347.9% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling