+736.0%
EPAM vs VO
+413.0%
+323.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.4% |
| YTD | -42.9% | +14.2% | -57.1% | -51.8% |
| 1Y | -30.4% | +15.3% | -45.6% | -41.9% |
| 3Y | -54.7% | +56.2% | -111.0% | -74.0% |
| 5Y | -81.8% | +42.4% | -124.2% | -87.7% |
| 10Y | +65.5% | +194.7% | -129.3% | -50.4% |
| All | +736.0% | +413.0% | +323.0% | +44.7% |
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