+562.2%
IQV vs EPAM
+574.5%
-12.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +3.0% |
| 7D | +7.9% | +9.1% | -1.2% | +4.5% |
| 30D | +7.3% | +38.5% | -31.2% | -3.1% |
| 3M | +16.8% | +61.0% | -44.1% | +0.6% |
| 6M | +56.0% | +58.0% | -2.0% | +33.7% |
| YTD | +23.7% | -23.5% | +47.2% | +29.5% |
| 1Y | +32.5% | -10.5% | +43.0% | +32.8% |
| 3Y | +45.3% | -33.8% | +79.1% | +51.9% |
| 5Y | +10.7% | -78.1% | +88.9% | +44.5% |
| 10Y | +259.0% | +157.7% | +101.2% | +134.9% |
| All | +562.2% | +574.5% | -12.3% | +316.5% |
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