+109.9%
ITUB vs EPAM
+1,040.5%
-930.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | +5.5% | +9.1% | -3.6% | +3.7% |
| 30D | -25.6% | +38.5% | -64.0% | -29.8% |
| 3M | -4.7% | +61.0% | -65.6% | -12.4% |
| 6M | -8.6% | +58.0% | -66.7% | -16.7% |
| YTD | +7.9% | -23.5% | +31.4% | +10.2% |
| 1Y | +11.2% | -10.5% | +21.7% | +10.4% |
| 3Y | +82.6% | -33.8% | +116.5% | +85.7% |
| 5Y | +192.7% | -78.1% | +270.8% | +242.7% |
| 10Y | +144.7% | +157.7% | -13.0% | +55.6% |
| All | +109.9% | +1,040.5% | -930.6% | -4.0% |
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