-5.2%
EPAM vs VO
+11.7%
-16.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.8% |
| 7D | +13.4% | -2.6% | +15.9% | +13.5% |
| 30D | +47.1% | -0.9% | +48.0% | +45.0% |
| 3M | +71.2% | -3.0% | +74.2% | +71.7% |
| 6M | +48.9% | +2.2% | +46.7% | +42.2% |
| YTD | -22.2% | +10.6% | -32.8% | -30.3% |
| 1Y | -5.2% | +12.5% | -17.7% | -16.1% |
| All | -5.2% | +11.7% | -16.9% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling