+47.8%
VALE vs EPAM
+751.2%
-703.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | +5.1% | +6.5% | -1.4% | +3.7% |
| 3M | -0.4% | +19.9% | -20.3% | -4.3% |
| 6M | -2.2% | -16.9% | +14.7% | -0.2% |
| YTD | +20.5% | -42.9% | +63.4% | +30.3% |
| 1Y | +61.2% | -30.4% | +91.5% | +67.3% |
| 3Y | +43.1% | -54.7% | +97.9% | +56.2% |
| 5Y | +34.0% | -81.8% | +115.8% | +63.0% |
| 10Y | +469.7% | +65.5% | +404.2% | +283.3% |
| All | +47.8% | +751.2% | -703.4% | -28.0% |
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