+743.6%
VLO vs EPAM
+163.7%
+580.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.2% |
| 7D | -6.5% | +9.1% | -15.5% | -8.2% |
| 30D | -17.8% | +38.5% | -56.2% | -22.6% |
| 3M | +19.6% | +61.0% | -41.4% | +9.5% |
| 6M | +49.3% | +58.0% | -8.8% | +35.7% |
| YTD | +122.4% | -23.5% | +145.8% | +127.3% |
| 1Y | +107.4% | -10.5% | +118.0% | +106.0% |
| 3Y | +223.1% | -33.8% | +256.9% | +227.0% |
| 5Y | +432.2% | -78.1% | +510.4% | +557.2% |
| 10Y | +743.6% | +157.7% | +585.9% | +303.7% |
| All | +743.6% | +163.7% | +580.0% | +303.7% |
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