+463.9%
VIG vs EPAM
+751.2%
-287.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | -1.0% | +6.5% | -7.5% | -2.2% |
| 3M | +2.8% | +19.9% | -17.2% | -0.9% |
| 6M | +8.2% | -16.9% | +25.1% | +10.2% |
| YTD | +11.0% | -42.9% | +53.9% | +19.2% |
| 1Y | +16.1% | -30.4% | +46.5% | +20.4% |
| 3Y | +56.2% | -54.7% | +110.9% | +68.8% |
| 5Y | +63.0% | -81.8% | +144.8% | +93.2% |
| 10Y | +241.4% | +65.5% | +176.0% | +167.7% |
| All | +463.9% | +751.2% | -287.3% | +284.2% |
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 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