+74.8%
IVV vs EPAM
-31.1%
+105.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +20.6% | -25.0% | -6.1% |
| 7D | -4.8% | +23.0% | -27.8% | -6.7% |
| 30D | -5.9% | +51.6% | -57.5% | -9.9% |
| 3M | -4.5% | +50.8% | -55.3% | -8.8% |
| 6M | +1.8% | +51.1% | -49.3% | -2.8% |
| YTD | +8.4% | -19.1% | +27.5% | +12.4% |
| 1Y | +9.4% | +3.0% | +6.4% | +9.0% |
| All | +74.8% | -31.1% | +105.9% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling