+634.5%
IVV vs EPAM
+899.0%
-264.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -1.0% | +24.9% | -26.0% | -5.1% |
| 3M | -0.3% | +22.6% | -22.9% | -4.6% |
| 6M | +7.4% | +24.2% | -16.8% | +1.6% |
| YTD | +13.4% | -33.0% | +46.3% | +19.4% |
| 1Y | +14.8% | -13.3% | +28.1% | +14.8% |
| 3Y | +83.3% | -42.9% | +126.3% | +92.4% |
| 5Y | +76.1% | -80.8% | +157.0% | +114.9% |
| 10Y | +333.3% | +122.5% | +210.7% | +215.6% |
| All | +634.5% | +899.0% | -264.5% | +358.8% |
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