+1,037.9%
EPAM vs VOO
+607.0%
+430.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | +13.4% | -2.7% | +16.1% | +15.8% |
| 30D | +47.1% | -5.4% | +52.4% | +55.4% |
| 3M | +71.2% | -4.1% | +75.2% | +77.6% |
| 6M | +48.9% | +0.7% | +48.2% | +43.5% |
| YTD | -22.2% | +8.7% | -31.0% | -32.4% |
| 1Y | -5.2% | +11.0% | -16.1% | -19.7% |
| 3Y | -34.9% | +75.5% | -110.4% | -70.1% |
| 5Y | -77.4% | +68.4% | -145.8% | -88.5% |
| 10Y | +158.1% | +315.7% | -157.6% | -55.9% |
| All | +1,037.9% | +607.0% | +430.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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