+43.6%
VALE vs EPAM
-77.4%
+121.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.4% |
| 7D | +1.8% | +13.4% | -11.6% | +1.1% |
| 30D | -14.8% | +47.1% | -61.9% | -16.5% |
| 3M | -19.0% | +71.2% | -90.2% | -21.3% |
| 6M | -27.7% | +48.9% | -76.6% | -29.4% |
| YTD | -8.5% | -22.2% | +13.7% | -7.7% |
| 1Y | +2.6% | -5.2% | +7.8% | +2.3% |
| 3Y | +4.0% | -34.9% | +39.0% | +4.5% |
| All | +43.6% | -77.4% | +121.0% | +49.3% |
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