+44.3%
VALE vs EPAM
-54.6%
+98.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +1.6% | +2.0% | -0.4% | +1.4% |
| 30D | +5.1% | +6.5% | -1.4% | +4.2% |
| 3M | -0.4% | +19.9% | -20.3% | -2.6% |
| 6M | -2.2% | -16.9% | +14.7% | -0.1% |
| YTD | +20.5% | -42.9% | +63.4% | +28.8% |
| 1Y | +61.2% | -30.4% | +91.5% | +66.1% |
| All | +44.3% | -54.6% | +98.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling