-30.5%
EPAM vs VO
+66.5%
-97.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.4% | +3.1% | -0.7% | -0.9% |
| 30D | +42.3% | +2.2% | +40.1% | +37.3% |
| 3M | +60.7% | -2.5% | +63.2% | +63.9% |
| 6M | +80.5% | +7.0% | +73.5% | +64.0% |
| YTD | -20.4% | +14.0% | -34.4% | -33.1% |
| 1Y | -9.6% | +15.6% | -25.2% | -25.5% |
| 3Y | -30.5% | +66.2% | -96.7% | -62.6% |
| All | -30.5% | +66.5% | -97.0% | -62.6% |
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