-31.4%
EPAM vs VLTO
+54.1%
-85.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -0.4% | +21.0% | +20.9% |
| 7D | +23.0% | +12.0% | +11.0% | +15.0% |
| 30D | +51.6% | +20.8% | +30.7% | +35.5% |
| 3M | +50.8% | +20.1% | +30.7% | +35.2% |
| 6M | +51.1% | +32.6% | +18.5% | +28.3% |
| YTD | -19.1% | +17.3% | -36.4% | -26.5% |
| 1Y | +3.0% | +17.3% | -14.3% | -6.6% |
| 3Y | -31.2% | +66.9% | -98.1% | -46.0% |
| All | -31.4% | +54.1% | -85.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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