+159.6%
EPAM vs VO
+202.1%
-42.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.4% |
| 7D | +18.5% | +0.2% | +18.3% | +16.9% |
| 30D | +44.0% | +2.0% | +42.0% | +38.8% |
| 3M | +63.0% | -0.3% | +63.3% | +61.6% |
| 6M | +67.3% | +7.3% | +60.0% | +50.4% |
| YTD | -20.5% | +15.0% | -35.5% | -34.7% |
| 1Y | -9.6% | +14.7% | -24.3% | -25.6% |
| 3Y | -30.8% | +67.3% | -98.1% | -65.0% |
| 5Y | -75.6% | +38.8% | -114.4% | -83.6% |
| 10Y | +159.6% | +201.6% | -42.0% | -27.1% |
| All | +159.6% | +202.1% | -42.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling