-14.0%
EPAM vs VO
+13.8%
-27.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.4% |
| 7D | +9.1% | -0.1% | +9.2% | +8.4% |
| 30D | +38.5% | +0.5% | +38.0% | +36.8% |
| 3M | +61.0% | -1.0% | +62.0% | +60.8% |
| 6M | +58.0% | +6.4% | +51.6% | +47.7% |
| YTD | -23.5% | +13.6% | -37.0% | -31.3% |
| All | -14.0% | +13.8% | -27.8% | -22.7% |
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