+105.2%
ITUB vs EPAM
+1,058.6%
-953.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.0% |
| 7D | +3.7% | +13.4% | -9.7% | +1.3% |
| 30D | -24.1% | +47.1% | -71.2% | -29.1% |
| 3M | -9.6% | +71.2% | -80.7% | -17.8% |
| 6M | -11.5% | +48.9% | -60.5% | -18.5% |
| YTD | +5.5% | -22.2% | +27.8% | +7.5% |
| 1Y | +9.9% | -5.2% | +15.0% | +7.9% |
| 3Y | +84.8% | -34.9% | +119.7% | +88.5% |
| 5Y | +182.6% | -77.4% | +260.0% | +228.6% |
| 10Y | +141.7% | +158.1% | -16.4% | +53.7% |
| All | +105.2% | +1,058.6% | -953.5% | -6.4% |
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