+486.8%
VALE vs EPAM
+65.2%
+421.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +8.8% | +18.4% | -9.6% | +5.6% |
| 3M | +6.8% | +19.2% | -12.5% | +2.7% |
| 6M | +6.9% | -21.0% | +27.9% | +10.2% |
| YTD | +22.8% | -43.7% | +66.5% | +33.4% |
| 1Y | +61.3% | -29.9% | +91.1% | +67.3% |
| 3Y | +53.3% | -56.5% | +109.9% | +68.9% |
| 5Y | +44.9% | -81.7% | +126.5% | +84.4% |
| 10Y | +486.8% | +64.5% | +422.3% | +222.0% |
| All | +486.8% | +65.2% | +421.6% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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