+53.9%
VICR vs EPAM
-81.7%
+135.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | +9.8% | -0.9% | +10.7% | +10.0% |
| 30D | -12.6% | +18.4% | -31.0% | -16.2% |
| 3M | -29.7% | +19.2% | -48.9% | -34.1% |
| 6M | +18.8% | -21.0% | +39.8% | +23.7% |
| YTD | +76.4% | -43.7% | +120.1% | +100.0% |
| 1Y | +282.4% | -29.9% | +312.2% | +303.9% |
| 3Y | +206.2% | -56.5% | +262.7% | +259.0% |
| 5Y | +53.9% | -81.7% | +135.6% | +121.3% |
| All | +53.9% | -81.7% | +135.6% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling