+469.2%
VIG vs EPAM
+1,058.6%
-589.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.2% |
| 7D | -1.8% | +13.4% | -15.2% | -4.0% |
| 30D | +2.7% | +47.1% | -44.4% | -3.7% |
| 3M | 0.0% | +71.2% | -71.2% | -8.6% |
| 6M | +6.8% | +48.9% | -42.2% | -1.2% |
| YTD | +12.1% | -22.2% | +34.3% | +14.1% |
| 1Y | +14.8% | -5.2% | +20.0% | +13.1% |
| 3Y | +62.4% | -34.9% | +97.4% | +65.2% |
| 5Y | +59.6% | -77.4% | +137.0% | +83.1% |
| 10Y | +261.5% | +158.1% | +103.4% | +164.6% |
| All | +469.2% | +1,058.6% | -589.4% | +267.7% |
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