-70.9%
EPAM vs VSXY
+96.5%
-167.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.1% |
| 7D | +13.4% | +11.8% | +1.5% | +11.0% |
| 30D | +47.1% | +25.9% | +21.1% | +40.9% |
| 3M | +71.2% | +15.5% | +55.6% | +65.4% |
| 6M | +48.9% | +109.7% | -60.8% | +23.9% |
| YTD | -22.2% | +99.5% | -121.7% | -35.5% |
| 1Y | -5.2% | +197.5% | -202.7% | -29.0% |
| 3Y | -34.9% | +453.3% | -488.2% | -63.2% |
| 5Y | -77.4% | +110.3% | -187.7% | -82.6% |
| All | -70.9% | +96.5% | -167.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling