+5.4%
VALE vs EPAM
-11.8%
+17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.3% |
| 7D | +5.6% | +9.1% | -3.5% | +5.6% |
| 30D | -12.1% | +38.5% | -50.6% | -11.8% |
| 3M | -16.3% | +61.0% | -77.3% | -16.0% |
| 6M | -26.0% | +58.0% | -84.0% | -25.2% |
| YTD | -5.5% | -23.5% | +17.9% | -6.5% |
| All | +5.4% | -11.8% | +17.1% | -1.8% |
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