+39.7%
VGT vs EPAM
-32.1%
+71.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +1.0% | +2.0% | -1.0% | +1.0% |
| 30D | +1.3% | +6.5% | -5.2% | +1.2% |
| 3M | -1.1% | +19.9% | -21.1% | -0.6% |
| 6M | +32.6% | -16.9% | +49.6% | +39.2% |
| YTD | +29.0% | -42.9% | +71.9% | +42.7% |
| 1Y | +39.7% | -30.4% | +70.1% | +48.1% |
| All | +39.7% | -32.1% | +71.8% | +48.1% |
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 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