-11.5%
ITUB vs EPAM
+46.1%
-57.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +1.3% |
| 7D | +3.7% | +13.4% | -9.7% | +3.9% |
| 30D | -24.1% | +47.1% | -71.2% | -23.9% |
| 3M | -9.6% | +71.2% | -80.7% | -9.0% |
| 6M | -11.5% | +48.9% | -60.5% | -10.3% |
| All | -11.5% | +46.1% | -57.6% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling