+1,037.9%
EPAM vs VEU
+177.1%
+860.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.0% | -4.1% |
| 7D | +13.4% | -1.6% | +15.0% | +14.4% |
| 30D | +47.1% | -4.3% | +51.4% | +52.9% |
| 3M | +71.2% | -5.8% | +77.0% | +80.8% |
| 6M | +48.9% | -4.4% | +53.3% | +51.5% |
| YTD | -22.2% | +8.7% | -30.9% | -33.5% |
| 1Y | -5.2% | +12.6% | -17.8% | -22.5% |
| 3Y | -34.9% | +65.2% | -100.2% | -67.3% |
| 5Y | -77.4% | +45.5% | -123.0% | -86.0% |
| 10Y | +158.1% | +142.7% | +15.3% | -4.9% |
| All | +1,037.9% | +177.1% | +860.8% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling