+263.1%
VIG vs EPAM
+158.4%
+104.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.1% | -1.1% | +4.2% | +3.2% |
| 30D | +5.0% | +41.8% | -36.8% | -1.4% |
| 3M | +2.7% | +63.4% | -60.7% | -6.1% |
| 6M | +11.0% | +72.2% | -61.2% | -0.5% |
| YTD | +16.0% | -20.0% | +36.0% | +17.9% |
| 1Y | +16.3% | -9.0% | +25.3% | +15.4% |
| 3Y | +66.8% | -30.4% | +97.2% | +68.0% |
| 5Y | +64.8% | -75.6% | +140.4% | +96.6% |
| All | +263.1% | +158.4% | +104.7% | +113.2% |
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