+728.4%
VGT vs EPAM
+157.4%
+571.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.5% | +2.4% | +0.1% | +1.8% |
| 30D | -9.5% | +42.3% | -51.8% | -18.7% |
| 3M | -9.5% | +60.7% | -70.2% | -21.8% |
| 6M | -1.8% | +80.5% | -82.3% | -19.6% |
| YTD | +18.4% | -20.4% | +38.8% | +21.2% |
| 1Y | +18.7% | -9.6% | +28.3% | +16.9% |
| 3Y | +103.8% | -30.5% | +134.3% | +106.1% |
| 5Y | +104.4% | -75.7% | +180.1% | +173.2% |
| All | +728.4% | +157.4% | +571.0% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling