+545.5%
IQV vs EPAM
+585.2%
-39.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.7% |
| 7D | +1.7% | +13.4% | -11.7% | -2.6% |
| 30D | +5.3% | +47.1% | -41.8% | -6.6% |
| 3M | +17.0% | +71.2% | -54.2% | -1.0% |
| 6M | +54.0% | +48.9% | +5.1% | +34.2% |
| YTD | +20.6% | -22.2% | +42.8% | +25.7% |
| 1Y | +28.9% | -5.2% | +34.1% | +27.1% |
| 3Y | +37.0% | -34.9% | +72.0% | +43.9% |
| 5Y | +10.0% | -77.4% | +87.4% | +42.1% |
| 10Y | +274.5% | +158.1% | +116.4% | +144.6% |
| All | +545.5% | +585.2% | -39.7% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling