+61.6%
VALE vs EPAM
-30.2%
+91.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | -1.8% | -2.2% | +0.3% | -1.8% |
| 30D | +6.7% | +17.8% | -11.1% | +6.7% |
| 3M | +4.9% | +19.9% | -15.0% | +5.4% |
| 6M | +3.6% | -21.6% | +25.2% | +4.0% |
| YTD | +21.9% | -44.0% | +65.9% | +22.0% |
| 1Y | +61.6% | -30.5% | +92.1% | +59.1% |
| All | +61.6% | -30.2% | +91.8% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling