+117.6%
IVZ vs EPAM
+899.0%
-781.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -3.5% | +24.9% | -28.4% | -10.0% |
| 3M | -7.4% | +22.6% | -30.0% | -13.9% |
| 6M | +14.7% | +24.2% | -9.5% | +4.5% |
| YTD | +14.6% | -33.0% | +47.6% | +24.7% |
| 1Y | +30.7% | -13.3% | +44.0% | +31.0% |
| 3Y | +141.8% | -42.9% | +184.8% | +164.8% |
| 5Y | +40.2% | -80.8% | +121.1% | +94.3% |
| 10Y | +65.6% | +122.5% | -56.9% | +1.4% |
| All | +117.6% | +899.0% | -781.3% | -0.4% |
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