-5.2%
EPAM vs VT
+10.5%
-15.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | +13.4% | -2.3% | +15.7% | +12.2% |
| 30D | +47.1% | -5.0% | +52.0% | +46.2% |
| 3M | +71.2% | -4.9% | +76.0% | +70.1% |
| 6M | +48.9% | -1.5% | +50.5% | +46.5% |
| YTD | -22.2% | +8.5% | -30.7% | -26.2% |
| 1Y | -5.2% | +11.4% | -16.5% | -12.1% |
| All | -5.2% | +10.5% | -15.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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