-0.4%
VCIT vs EPAM
+4.5%
-4.9%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | 0.0% |
| 7D | +0.5% | +23.0% | -22.6% | +0.2% |
| 30D | +2.1% | +51.6% | -49.5% | +1.7% |
| 3M | -1.6% | +50.8% | -52.4% | -2.0% |
| 6M | -1.6% | +51.1% | -52.7% | -1.9% |
| YTD | -1.5% | -19.1% | +17.6% | -1.6% |
| 1Y | -0.4% | +3.0% | -3.4% | -0.8% |
| All | -0.4% | +4.5% | -4.9% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling