+484.5%
VIG vs EPAM
+1,093.7%
-609.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.4% |
| 7D | +1.0% | +18.8% | -17.8% | -2.0% |
| 30D | +4.5% | +44.9% | -40.4% | -1.7% |
| 3M | +2.1% | +68.6% | -66.5% | -6.4% |
| 6M | +10.5% | +65.4% | -54.9% | +0.6% |
| YTD | +15.1% | -19.9% | +35.0% | +16.6% |
| 1Y | +16.9% | -10.0% | +26.9% | +16.1% |
| 3Y | +65.6% | -30.3% | +95.8% | +66.5% |
| 5Y | +64.4% | -75.7% | +140.0% | +86.1% |
| 10Y | +260.6% | +167.2% | +93.4% | +162.6% |
| All | +484.5% | +1,093.7% | -609.2% | +275.8% |
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