-30.5%
EPAM vs VEU
+70.2%
-100.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +2.4% | +2.1% | +0.3% | +1.4% |
| 30D | +42.3% | -0.9% | +43.2% | +42.2% |
| 3M | +60.7% | -5.4% | +66.0% | +64.8% |
| 6M | +80.5% | -1.8% | +82.3% | +79.1% |
| YTD | -20.4% | +10.9% | -31.3% | -30.2% |
| 1Y | -9.6% | +13.6% | -23.2% | -22.7% |
| 3Y | -30.5% | +69.3% | -99.7% | -62.9% |
| All | -30.5% | +70.2% | -100.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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