+1,037.9%
EPAM vs VO
+396.7%
+641.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.7% |
| 7D | +13.4% | -2.6% | +15.9% | +16.0% |
| 30D | +47.1% | -0.9% | +48.0% | +47.4% |
| 3M | +71.2% | -3.0% | +74.2% | +76.0% |
| 6M | +48.9% | +2.2% | +46.7% | +43.0% |
| YTD | -22.2% | +10.6% | -32.8% | -32.4% |
| 1Y | -5.2% | +12.5% | -17.7% | -19.4% |
| 3Y | -34.9% | +61.4% | -96.3% | -64.6% |
| 5Y | -77.4% | +33.4% | -110.8% | -83.7% |
| 10Y | +158.1% | +201.5% | -43.5% | -25.0% |
| All | +1,037.9% | +396.7% | +641.2% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling