-27.7%
VALE vs EPAM
+46.1%
-73.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.2% |
| 7D | +1.8% | +13.4% | -11.6% | +1.8% |
| 30D | -14.8% | +47.1% | -61.9% | -14.7% |
| 3M | -19.0% | +71.2% | -90.2% | -18.9% |
| 6M | -27.7% | +48.9% | -76.6% | -26.5% |
| All | -27.7% | +46.1% | -73.8% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling