+1,084.8%
VICR vs EPAM
+158.4%
+926.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +21.9% | -1.1% | +23.0% | +22.0% |
| 30D | -38.4% | +41.8% | -80.2% | -46.7% |
| 3M | -27.2% | +63.4% | -90.5% | -40.7% |
| 6M | -43.7% | +72.2% | -115.9% | -57.2% |
| YTD | +50.3% | -20.0% | +70.3% | +50.9% |
| 1Y | +74.6% | -9.0% | +83.6% | +65.9% |
| 3Y | +351.2% | -30.4% | +381.6% | +352.0% |
| 5Y | +2.5% | -75.6% | +78.1% | +51.4% |
| All | +1,084.8% | +158.4% | +926.4% | +307.2% |
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 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