-75.3%
EPAM vs VO
+36.2%
-111.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.4% | +3.1% | -0.7% | -2.1% |
| 30D | +42.3% | +2.2% | +40.1% | +36.1% |
| 3M | +60.7% | -2.5% | +63.2% | +64.3% |
| 6M | +80.5% | +7.0% | +73.5% | +60.6% |
| YTD | -20.4% | +14.0% | -34.4% | -35.6% |
| 1Y | -9.6% | +15.6% | -25.2% | -28.5% |
| 3Y | -30.5% | +66.2% | -96.7% | -68.8% |
| All | -75.3% | +36.2% | -111.5% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling