-100.0%
VIVK vs EPAM
+1,084.1%
-1,184.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -0.8% | -13.5% | -14.1% |
| 7D | -48.0% | +18.5% | -66.5% | -51.4% |
| 30D | -88.4% | +44.0% | -132.5% | -89.9% |
| 3M | -98.7% | +63.0% | -161.7% | -98.9% |
| 6M | -100.0% | +67.3% | -167.2% | -100.0% |
| YTD | -100.0% | -20.5% | -79.4% | -100.0% |
| 1Y | -100.0% | -9.6% | -90.4% | -100.0% |
| 3Y | -100.0% | -30.8% | -69.2% | -100.0% |
| 5Y | -100.0% | -75.6% | -24.4% | -100.0% |
| 10Y | -100.0% | +159.6% | -259.6% | -100.0% |
| All | -100.0% | +1,084.1% | -1,184.1% | -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 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