-39.3%
VG vs EPAM
-52.2%
+12.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +16.0% | +6.5% | +9.5% | +14.1% |
| 3M | +9.7% | +19.9% | -10.2% | +4.5% |
| 6M | +29.6% | -16.9% | +46.5% | +37.4% |
| YTD | +112.0% | -42.9% | +154.9% | +152.0% |
| 1Y | +12.8% | -30.4% | +43.2% | +21.1% |
| All | -39.3% | -52.2% | +12.8% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling