+736.0%
EPAM vs VYM
+443.3%
+292.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +6.5% | -0.5% | +7.1% | +7.3% |
| 3M | +19.9% | +3.0% | +16.9% | +15.8% |
| 6M | -16.9% | +8.2% | -25.1% | -24.8% |
| YTD | -42.9% | +15.8% | -58.7% | -52.3% |
| 1Y | -30.4% | +20.8% | -51.2% | -44.7% |
| 3Y | -54.7% | +65.3% | -120.0% | -75.0% |
| 5Y | -81.8% | +76.6% | -158.4% | -90.4% |
| 10Y | +65.5% | +203.9% | -138.5% | -54.3% |
| All | +736.0% | +443.3% | +292.7% | +21.2% |
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