+1,070.2%
EPAM vs VYM
+449.2%
+621.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.1% | +3.3% | -4.5% | -4.9% |
| 30D | +41.8% | +3.8% | +38.1% | +34.5% |
| 3M | +63.4% | -0.4% | +63.7% | +62.7% |
| 6M | +72.2% | +7.1% | +65.1% | +57.2% |
| YTD | -20.0% | +17.1% | -37.1% | -34.6% |
| 1Y | -9.0% | +18.4% | -27.4% | -26.6% |
| 3Y | -30.4% | +74.5% | -104.9% | -64.4% |
| 5Y | -75.6% | +72.5% | -148.1% | -87.0% |
| 10Y | +161.2% | +206.9% | -45.7% | -29.3% |
| All | +1,070.2% | +449.2% | +621.0% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling