-51.4%
VG vs EPAM
-32.3%
-19.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -6.3% |
| 7D | -22.0% | +23.0% | -45.0% | -24.2% |
| 30D | -14.7% | +51.6% | -66.3% | -19.9% |
| 3M | -7.1% | +50.8% | -57.9% | -13.3% |
| 6M | -11.2% | +51.1% | -62.3% | -17.1% |
| YTD | +69.8% | -19.1% | +88.9% | +91.5% |
| 1Y | +49.9% | +3.0% | +46.9% | +50.1% |
| All | -51.4% | -32.3% | -19.1% | -55.1% |
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