+245.1%
VIK vs EPAM
-31.0%
+276.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | -1.2% | +18.5% | -19.8% | -4.7% |
| 30D | +11.5% | +44.0% | -32.5% | +3.2% |
| 3M | -11.3% | +63.0% | -74.3% | -20.5% |
| 6M | +11.3% | +67.3% | -55.9% | -2.1% |
| YTD | +26.1% | -20.5% | +46.6% | +35.4% |
| 1Y | +50.0% | -9.6% | +59.6% | +54.9% |
| All | +245.1% | -31.0% | +276.0% | +255.8% |
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 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