+1,439.6%
VICR vs EPAM
+1,058.6%
+381.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +9.9% |
| 7D | -23.1% | +13.4% | -36.5% | -27.6% |
| 30D | -48.1% | +47.1% | -95.1% | -55.4% |
| 3M | -32.8% | +71.2% | -104.0% | -45.6% |
| 6M | -47.6% | +48.9% | -96.5% | -57.4% |
| YTD | +34.0% | -22.2% | +56.3% | +34.5% |
| 1Y | +65.0% | -5.2% | +70.2% | +53.5% |
| 3Y | +277.1% | -34.9% | +312.0% | +285.2% |
| 5Y | -5.3% | -77.4% | +72.1% | +30.1% |
| 10Y | +1,075.0% | +158.1% | +917.0% | +535.2% |
| All | +1,439.6% | +1,058.6% | +381.0% | +542.9% |
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 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