+7.0%
IOVA vs EPAM
+168.6%
-161.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.5% |
| 7D | -8.5% | +18.8% | -27.3% | -14.6% |
| 30D | -44.7% | +44.9% | -89.7% | -51.8% |
| 3M | +26.2% | +68.6% | -42.3% | +4.3% |
| 6M | +123.2% | +65.4% | +57.8% | +77.8% |
| YTD | +196.0% | -19.9% | +215.9% | +203.2% |
| 1Y | +240.9% | -10.0% | +250.9% | +232.8% |
| 3Y | +103.5% | -30.3% | +133.8% | +110.9% |
| 5Y | -65.5% | -75.7% | +10.2% | -51.7% |
| 10Y | +7.0% | +167.2% | -160.2% | -64.7% |
| All | +7.0% | +168.6% | -161.6% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling