+1,507.7%
VGT vs EPAM
+751.2%
+756.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +1.0% | +2.0% | -1.0% | +0.5% |
| 30D | +1.3% | +6.5% | -5.2% | -0.8% |
| 3M | -1.1% | +19.9% | -21.1% | -7.1% |
| 6M | +32.6% | -16.9% | +49.6% | +36.2% |
| YTD | +29.0% | -42.9% | +71.9% | +44.5% |
| 1Y | +39.7% | -30.4% | +70.1% | +47.7% |
| 3Y | +120.9% | -54.7% | +175.7% | +151.4% |
| 5Y | +133.6% | -81.8% | +215.4% | +210.7% |
| 10Y | +792.6% | +65.5% | +727.1% | +553.9% |
| All | +1,507.7% | +751.2% | +756.5% | +857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling