+126.1%
ITUB vs EPAM
+751.2%
-625.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +8.7% | +2.0% | +6.8% | +8.4% |
| 30D | -0.7% | +6.5% | -7.2% | -2.0% |
| 3M | +7.8% | +19.9% | -12.1% | +3.6% |
| 6M | -3.4% | -16.9% | +13.5% | -1.6% |
| YTD | +16.3% | -42.9% | +59.2% | +25.3% |
| 1Y | +29.8% | -30.4% | +60.2% | +34.7% |
| 3Y | +111.1% | -54.7% | +165.8% | +129.8% |
| 5Y | +173.6% | -81.8% | +255.4% | +227.0% |
| 10Y | +193.2% | +65.5% | +127.8% | +102.3% |
| All | +126.1% | +751.2% | -625.1% | +9.2% |
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