+12.1%
VALE vs EPAM
+1,084.1%
-1,072.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.3% | +18.5% | -17.2% | -1.9% |
| 30D | -14.3% | +44.0% | -58.4% | -19.9% |
| 3M | -16.8% | +63.0% | -79.8% | -24.0% |
| 6M | -30.2% | +67.3% | -97.5% | -37.2% |
| YTD | -8.6% | -20.5% | +11.9% | -7.2% |
| 1Y | +1.6% | -9.6% | +11.3% | +0.7% |
| 3Y | +4.1% | -30.8% | +34.9% | +4.9% |
| 5Y | +38.7% | -75.6% | +114.3% | +60.9% |
| 10Y | +214.6% | +159.6% | +55.0% | +94.7% |
| All | +12.1% | +1,084.1% | -1,072.0% | -48.7% |
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