-100.0%
VIVK vs EPAM
-32.1%
-67.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.4% | -10.0% | -11.6% |
| 7D | -1.4% | +2.0% | -3.3% | -1.8% |
| 30D | -43.6% | +6.5% | -50.1% | -44.8% |
| 3M | -95.1% | +19.9% | -115.1% | -95.4% |
| 6M | -98.2% | -16.9% | -81.3% | -98.1% |
| YTD | -97.9% | -42.9% | -55.0% | -97.6% |
| 1Y | -100.0% | -30.4% | -69.6% | -100.0% |
| All | -100.0% | -32.1% | -67.8% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling