+277.1%
VICR vs EPAM
-33.7%
+310.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +8.8% |
| 7D | -23.1% | +13.4% | -36.5% | -23.3% |
| 30D | -48.1% | +47.1% | -95.1% | -49.4% |
| 3M | -32.8% | +71.2% | -104.0% | -36.0% |
| 6M | -47.6% | +48.9% | -96.5% | -49.1% |
| YTD | +34.0% | -22.2% | +56.3% | +55.6% |
| 1Y | +65.0% | -5.2% | +70.2% | +78.0% |
| 3Y | +277.1% | -34.9% | +312.0% | +282.9% |
| All | +277.1% | -33.7% | +310.8% | +282.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling