-65.6%
IOVA vs EPAM
-76.2%
+10.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.0% | +18.5% | -25.5% | -11.3% |
| 30D | -44.4% | +44.0% | -88.5% | -49.5% |
| 3M | +24.7% | +63.0% | -38.3% | +9.7% |
| 6M | +118.6% | +67.3% | +51.4% | +84.8% |
| YTD | +196.3% | -20.5% | +216.9% | +208.4% |
| 1Y | +205.3% | -9.6% | +214.9% | +204.6% |
| 3Y | +103.8% | -30.8% | +134.6% | +112.9% |
| 5Y | -65.6% | -75.6% | +10.1% | -56.9% |
| All | -65.6% | -76.2% | +10.6% | -56.9% |
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