-10.0%
EPAM vs VSXY
+210.1%
-220.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +4.5% |
| 7D | +18.8% | +10.2% | +8.6% | +19.3% |
| 30D | +44.9% | +33.6% | +11.3% | +46.5% |
| 3M | +68.6% | +10.8% | +57.8% | +69.7% |
| 6M | +65.4% | +130.5% | -65.1% | +65.9% |
| YTD | -19.9% | +104.4% | -124.3% | -18.7% |
| 1Y | -10.0% | +216.5% | -226.5% | -10.9% |
| All | -10.0% | +210.1% | -220.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling