-56.5%
EPAM vs VYM
+66.8%
-123.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +18.4% | -1.3% | +19.6% | +20.4% |
| 3M | +19.2% | +4.1% | +15.2% | +13.4% |
| 6M | -21.0% | +9.8% | -30.7% | -30.3% |
| YTD | -43.7% | +15.3% | -59.0% | -53.6% |
| 1Y | -29.9% | +20.0% | -49.9% | -45.3% |
| 3Y | -56.5% | +66.2% | -122.8% | -79.7% |
| All | -56.5% | +66.8% | -123.4% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling