+170.2%
ITUB vs EPAM
-81.9%
+252.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +8.7% | +2.0% | +6.8% | +8.6% |
| 30D | -0.7% | +6.5% | -7.2% | -1.2% |
| 3M | +7.8% | +19.9% | -12.1% | +6.0% |
| 6M | -3.4% | -16.9% | +13.5% | -2.5% |
| YTD | +16.3% | -42.9% | +59.2% | +20.5% |
| 1Y | +29.8% | -30.4% | +60.2% | +32.2% |
| 3Y | +111.1% | -54.7% | +165.8% | +119.1% |
| All | +170.2% | -81.9% | +252.1% | +167.3% |
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