-1.0%
IQV vs EPAM
-81.7%
+80.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +8.6% | +18.4% | -9.8% | +4.0% |
| 3M | +41.1% | +19.2% | +21.9% | +34.0% |
| 6M | +48.6% | -21.0% | +69.5% | +55.5% |
| YTD | +15.0% | -43.7% | +58.7% | +30.1% |
| 1Y | +38.1% | -29.9% | +68.0% | +48.3% |
| 3Y | +21.4% | -56.5% | +77.9% | +39.7% |
| 5Y | -1.0% | -81.7% | +80.6% | +27.7% |
| All | -1.0% | -81.7% | +80.7% | +27.7% |
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 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