+37.8%
VALE vs EPAM
-75.7%
+113.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -3.2% | +2.4% | -5.6% | -3.3% |
| 30D | -15.1% | +42.3% | -57.4% | -16.6% |
| 3M | -18.7% | +60.7% | -79.4% | -20.7% |
| 6M | -31.5% | +80.5% | -112.0% | -33.7% |
| YTD | -11.4% | -20.4% | +8.9% | -10.7% |
| 1Y | -1.9% | -9.6% | +7.7% | -1.8% |
| 3Y | +1.7% | -30.5% | +32.2% | +1.9% |
| All | +37.8% | -75.7% | +113.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling