+50.0%
VG vs EPAM
-4.9%
+54.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | -0.2% |
| 7D | -22.0% | +13.4% | -35.4% | -21.2% |
| 30D | -11.6% | +47.1% | -58.7% | -10.2% |
| 3M | -14.9% | +71.2% | -86.0% | -13.2% |
| 6M | -3.5% | +48.9% | -52.5% | -0.9% |
| YTD | +70.0% | -22.2% | +92.2% | +85.3% |
| 1Y | +50.0% | -5.2% | +55.2% | +25.0% |
| All | +50.0% | -4.9% | +54.9% | +25.0% |
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 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