+43.9%
IGV vs EPAM
-54.6%
+98.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.6% |
| 7D | -4.5% | +2.0% | -6.5% | -5.0% |
| 30D | +3.2% | +6.5% | -3.3% | +1.0% |
| 3M | +4.5% | +19.9% | -15.4% | -1.5% |
| 6M | +22.1% | -16.9% | +39.0% | +26.8% |
| YTD | -1.0% | -42.9% | +41.8% | +12.5% |
| 1Y | -2.1% | -30.4% | +28.3% | +5.3% |
| All | +43.9% | -54.6% | +98.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling