-55.0%
EPAM vs VO
+56.6%
-111.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.1% |
| 7D | +2.0% | -0.3% | +2.2% | +2.3% |
| 30D | +6.5% | -0.3% | +6.9% | +7.1% |
| 3M | +19.9% | +2.9% | +17.0% | +15.4% |
| 6M | -16.9% | +9.3% | -26.3% | -26.3% |
| YTD | -42.9% | +14.2% | -57.1% | -52.0% |
| 1Y | -30.4% | +15.3% | -45.6% | -42.1% |
| All | -55.0% | +56.6% | -111.6% | -75.9% |
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