-81.7%
EPAM vs VCLT
-17.3%
-64.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.6% |
| 7D | -4.5% | -1.3% | -3.2% | -3.7% |
| 30D | +14.6% | -1.1% | +15.8% | +15.5% |
| 3M | +23.1% | -3.7% | +26.8% | +26.1% |
| 6M | -19.5% | -4.0% | -15.4% | -17.4% |
| YTD | -44.1% | -3.4% | -40.7% | -42.9% |
| 1Y | -25.2% | -4.1% | -21.1% | -23.2% |
| 3Y | -56.8% | +11.0% | -67.8% | -60.1% |
| 5Y | -81.7% | -17.0% | -64.7% | -83.0% |
| All | -81.7% | -17.3% | -64.4% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling