-81.3%
EPAM vs VEU
+56.2%
-137.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -3.0% |
| 7D | +2.0% | +1.1% | +0.8% | +0.5% |
| 30D | +6.5% | +2.2% | +4.4% | +3.7% |
| 3M | +19.9% | +3.0% | +16.9% | +13.5% |
| 6M | -16.9% | +10.9% | -27.8% | -30.6% |
| YTD | -42.9% | +18.2% | -61.1% | -57.1% |
| 1Y | -30.4% | +28.3% | -58.6% | -54.2% |
| 3Y | -54.7% | +74.6% | -129.4% | -82.8% |
| All | -81.3% | +56.2% | -137.5% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling