+1,034.6%
VICR vs EPAM
+168.6%
+866.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.6% |
| 7D | -9.7% | +18.8% | -28.5% | -16.3% |
| 30D | -39.2% | +44.9% | -84.2% | -47.8% |
| 3M | -22.6% | +68.6% | -91.1% | -37.7% |
| 6M | -37.0% | +65.4% | -102.4% | -51.3% |
| YTD | +47.5% | -19.9% | +67.4% | +48.1% |
| 1Y | +75.0% | -10.0% | +85.0% | +67.2% |
| 3Y | +343.0% | -30.3% | +373.2% | +343.5% |
| 5Y | +3.9% | -75.7% | +79.6% | +53.9% |
| 10Y | +1,034.6% | +167.2% | +867.4% | +275.9% |
| All | +1,034.6% | +168.6% | +866.0% | +275.9% |
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 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