+14.8%
IGV vs EPAM
-75.7%
+90.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +2.3% | +2.4% | -0.1% | +1.7% |
| 30D | -6.0% | +42.3% | -48.3% | -14.4% |
| 3M | -4.8% | +60.7% | -65.4% | -15.9% |
| 6M | +14.2% | +80.5% | -66.3% | -2.8% |
| YTD | -4.2% | -20.4% | +16.1% | -1.9% |
| 1Y | -5.3% | -9.6% | +4.3% | -5.9% |
| 3Y | +38.8% | -30.5% | +69.3% | +41.0% |
| All | +14.8% | -75.7% | +90.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling