+535.9%
IQV vs EPAM
+403.4%
+132.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | +13.4% | +6.5% | +6.9% | +10.8% |
| 3M | +43.3% | +19.9% | +23.4% | +34.8% |
| 6M | +50.5% | -16.9% | +67.5% | +56.8% |
| YTD | +18.8% | -42.9% | +61.7% | +36.9% |
| 1Y | +45.5% | -30.4% | +75.8% | +58.2% |
| 3Y | +19.4% | -54.7% | +74.1% | +40.5% |
| 5Y | +1.7% | -81.8% | +83.5% | +40.6% |
| 10Y | +247.9% | +65.5% | +182.5% | +157.1% |
| All | +535.9% | +403.4% | +132.5% | +340.1% |
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