-51.6%
EPAM vs VLTO
+27.2%
-78.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | +2.0% | -2.3% | +4.2% | +3.3% |
| 30D | +6.5% | -0.9% | +7.4% | +7.0% |
| 3M | +19.9% | +13.8% | +6.1% | +11.7% |
| 6M | -16.9% | +2.0% | -18.9% | -17.9% |
| YTD | -42.9% | -3.2% | -39.7% | -41.8% |
| 1Y | -30.4% | -9.2% | -21.2% | -26.9% |
| All | -51.6% | +27.2% | -78.7% | -56.3% |
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