-100.0%
VIVK vs EPAM
-30.2%
-69.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.2% |
| 7D | -7.9% | -2.2% | -5.7% | -7.2% |
| 30D | -42.0% | +17.8% | -59.7% | -44.7% |
| 3M | -92.5% | +19.9% | -112.4% | -93.0% |
| 6M | -98.0% | -21.6% | -76.4% | -97.8% |
| YTD | -97.9% | -44.0% | -53.9% | -97.6% |
| 1Y | -100.0% | -30.5% | -69.5% | -100.0% |
| All | -100.0% | -30.2% | -69.8% | -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