+1,876.4%
VICR vs EPAM
+751.2%
+1,125.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.8% | +6.2% |
| 7D | +0.4% | +2.0% | -1.5% | -0.3% |
| 30D | -13.9% | +6.5% | -20.5% | -16.7% |
| 3M | -38.4% | +19.9% | -58.3% | -44.2% |
| 6M | -7.2% | -16.9% | +9.7% | -5.9% |
| YTD | +72.0% | -42.9% | +114.9% | +96.6% |
| 1Y | +263.3% | -30.4% | +293.7% | +283.9% |
| 3Y | +173.3% | -54.7% | +228.0% | +224.9% |
| 5Y | +47.3% | -81.8% | +129.1% | +120.2% |
| 10Y | +1,495.2% | +65.5% | +1,429.7% | +917.5% |
| All | +1,876.4% | +751.2% | +1,125.2% | +839.4% |
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