+64.7%
VIG vs EPAM
-81.9%
+146.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -0.4% | +2.0% | -2.4% | -0.6% |
| 30D | -1.0% | +6.5% | -7.5% | -1.8% |
| 3M | +2.8% | +19.9% | -17.2% | +0.3% |
| 6M | +8.2% | -16.9% | +25.1% | +9.7% |
| YTD | +11.0% | -42.9% | +53.9% | +16.8% |
| 1Y | +16.1% | -30.4% | +46.5% | +19.2% |
| 3Y | +56.2% | -54.7% | +110.9% | +64.6% |
| All | +64.7% | -81.9% | +146.5% | +81.9% |
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 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