-100.0%
VIVK vs EPAM
+157.4%
-257.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.5% |
| 7D | -57.7% | +2.4% | -60.1% | -57.7% |
| 30D | -87.3% | +42.3% | -129.6% | -87.7% |
| 3M | -98.9% | +60.7% | -159.6% | -99.0% |
| 6M | -100.0% | +80.5% | -180.4% | -100.0% |
| YTD | -100.0% | -20.4% | -79.6% | -100.0% |
| 1Y | -100.0% | -9.6% | -90.4% | -100.0% |
| 3Y | -100.0% | -30.5% | -69.5% | -100.0% |
| 5Y | -100.0% | -75.7% | -24.3% | -100.0% |
| All | -100.0% | +157.4% | -257.4% | -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 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