-7.9%
IGV vs EPAM
-10.0%
+2.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.3% | +18.5% | -19.8% | -5.4% |
| 30D | -8.1% | +44.0% | -52.2% | -17.1% |
| 3M | -1.6% | +63.0% | -64.6% | -14.5% |
| 6M | +12.7% | +67.3% | -54.5% | -3.6% |
| YTD | -3.3% | -20.5% | +17.3% | +2.5% |
| 1Y | -7.9% | -9.6% | +1.7% | -12.0% |
| All | -7.9% | -10.0% | +2.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling