+67.6%
EPAM vs VYM
+207.1%
-139.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -4.5% | -1.9% | -2.6% | -2.3% |
| 30D | +14.6% | -2.6% | +17.2% | +18.3% |
| 3M | +23.1% | +3.6% | +19.5% | +18.1% |
| 6M | -19.5% | +8.7% | -28.1% | -27.4% |
| YTD | -44.1% | +14.1% | -58.2% | -52.4% |
| 1Y | -25.2% | +17.8% | -43.0% | -38.7% |
| 3Y | -56.8% | +64.5% | -121.4% | -76.0% |
| 5Y | -81.7% | +77.5% | -159.3% | -90.4% |
| All | +67.6% | +207.1% | -139.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling