+157.7%
EPAM vs VO
+206.8%
-49.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -5.0% |
| 7D | +9.1% | -0.1% | +9.2% | +8.1% |
| 30D | +38.5% | +0.5% | +38.0% | +36.1% |
| 3M | +61.0% | -1.0% | +62.0% | +61.2% |
| 6M | +58.0% | +6.4% | +51.6% | +43.5% |
| YTD | -23.5% | +13.6% | -37.0% | -36.2% |
| 1Y | -10.5% | +14.5% | -25.0% | -26.2% |
| 3Y | -33.8% | +67.2% | -101.1% | -66.5% |
| 5Y | -78.1% | +36.1% | -114.2% | -84.9% |
| 10Y | +157.7% | +199.3% | -41.6% | -27.4% |
| All | +157.7% | +206.8% | -49.1% | -27.4% |
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