-34.9%
EPAM vs VO
+60.2%
-95.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.7% |
| 7D | +13.4% | -2.6% | +15.9% | +15.5% |
| 30D | +47.1% | -0.9% | +48.0% | +46.8% |
| 3M | +71.2% | -3.0% | +74.2% | +75.1% |
| 6M | +48.9% | +2.2% | +46.7% | +42.6% |
| YTD | -22.2% | +10.6% | -32.8% | -32.5% |
| 1Y | -5.2% | +12.5% | -17.7% | -19.5% |
| 3Y | -34.9% | +61.4% | -96.3% | -64.3% |
| All | -34.9% | +60.2% | -95.1% | -64.3% |
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