+42.4%
VFC vs EPAM
-10.0%
+52.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.4% | +18.5% | -19.9% | -3.1% |
| 30D | +30.7% | +44.0% | -13.3% | +25.1% |
| 3M | +40.6% | +63.0% | -22.4% | +32.2% |
| 6M | +16.5% | +67.3% | -50.8% | +8.3% |
| YTD | +16.2% | -20.5% | +36.7% | +22.4% |
| 1Y | +42.4% | -9.6% | +52.1% | +16.6% |
| All | +42.4% | -10.0% | +52.5% | +16.6% |
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