-70.3%
EPAM vs VSXY
+99.7%
-170.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +18.5% | +0.8% | +17.7% | +18.2% |
| 30D | +44.0% | +24.0% | +20.0% | +38.3% |
| 3M | +63.0% | +16.7% | +46.3% | +57.2% |
| 6M | +67.3% | +138.6% | -71.4% | +35.2% |
| YTD | -20.5% | +102.8% | -123.3% | -34.4% |
| 1Y | -9.6% | +214.2% | -223.8% | -33.2% |
| 3Y | -30.8% | +461.4% | -492.2% | -60.9% |
| 5Y | -75.6% | +118.3% | -193.9% | -81.4% |
| All | -70.3% | +99.7% | -170.0% | -77.4% |
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