+19.5%
VCIT vs EPAM
-54.6%
+74.1%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.4% |
| 30D | -0.8% | +6.5% | -7.3% | -0.9% |
| 3M | -1.0% | +19.9% | -20.9% | -1.4% |
| 6M | -1.8% | -16.9% | +15.1% | -1.5% |
| YTD | -0.7% | -42.9% | +42.2% | +0.3% |
| 1Y | +1.0% | -30.4% | +31.4% | +1.5% |
| All | +19.5% | -54.6% | +74.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling