+1,340.2%
VGT vs EPAM
+1,058.6%
+281.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.3% |
| 7D | -7.2% | +13.4% | -20.6% | -10.8% |
| 30D | -16.1% | +47.1% | -63.2% | -24.6% |
| 3M | -9.2% | +71.2% | -80.3% | -21.7% |
| 6M | -0.7% | +48.9% | -49.7% | -13.0% |
| YTD | +15.6% | -22.2% | +37.8% | +18.3% |
| 1Y | +14.4% | -5.2% | +19.5% | +10.9% |
| 3Y | +105.2% | -34.9% | +140.2% | +110.8% |
| 5Y | +100.0% | -77.4% | +177.4% | +151.0% |
| 10Y | +712.1% | +158.1% | +554.0% | +432.0% |
| All | +1,340.2% | +1,058.6% | +281.6% | +684.2% |
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