-30.3%
EPAM vs VO
+66.9%
-97.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +18.8% | -0.2% | +19.0% | +17.9% |
| 30D | +44.9% | +0.5% | +44.5% | +42.7% |
| 3M | +68.6% | -1.1% | +69.7% | +69.0% |
| 6M | +65.4% | +6.4% | +59.0% | +51.2% |
| YTD | -19.9% | +13.5% | -33.4% | -32.4% |
| 1Y | -10.0% | +13.6% | -23.6% | -24.2% |
| 3Y | -30.3% | +65.2% | -95.5% | -62.2% |
| All | -30.3% | +66.9% | -97.1% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling