+65.1%
IVZ vs EPAM
-81.9%
+147.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +0.6% | +2.0% | -1.3% | +0.1% |
| 30D | +4.0% | +6.5% | -2.5% | +1.9% |
| 3M | +18.2% | +19.9% | -1.8% | +11.4% |
| 6M | +32.8% | -16.9% | +49.8% | +37.0% |
| YTD | +28.7% | -42.9% | +71.6% | +45.3% |
| 1Y | +55.4% | -30.4% | +85.7% | +65.9% |
| 3Y | +135.2% | -54.7% | +189.9% | +170.6% |
| All | +65.1% | -81.9% | +147.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling