+207.6%
ITUB vs EPAM
+63.0%
+144.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | +2.6% | +17.8% | -15.2% | 0.0% |
| 3M | +8.4% | +19.9% | -11.5% | +4.5% |
| 6M | -0.5% | -21.6% | +21.0% | +2.3% |
| YTD | +15.3% | -44.0% | +59.3% | +24.4% |
| 1Y | +28.7% | -30.5% | +59.2% | +33.4% |
| 3Y | +118.7% | -56.8% | +175.4% | +139.4% |
| 5Y | +182.7% | -81.7% | +264.4% | +244.1% |
| 10Y | +207.6% | +68.4% | +139.2% | +112.5% |
| All | +207.6% | +63.0% | +144.6% | +112.5% |
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