+12.2%
VALE vs EPAM
+1,058.6%
-1,046.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.9% |
| 7D | +1.8% | +13.4% | -11.6% | -0.7% |
| 30D | -14.8% | +47.1% | -61.9% | -20.6% |
| 3M | -19.0% | +71.2% | -90.2% | -26.6% |
| 6M | -27.7% | +48.9% | -76.6% | -33.6% |
| YTD | -8.5% | -22.2% | +13.7% | -6.8% |
| 1Y | +2.6% | -5.2% | +7.8% | +0.7% |
| 3Y | +4.0% | -34.9% | +39.0% | +6.0% |
| 5Y | +51.2% | -77.4% | +128.6% | +79.1% |
| 10Y | +263.0% | +158.1% | +104.9% | +124.9% |
| All | +12.2% | +1,058.6% | -1,046.4% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling