+754.3%
VLO vs EPAM
+165.6%
+588.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -0.4% | +18.5% | -19.0% | -3.7% |
| 30D | -16.6% | +44.0% | -60.6% | -22.0% |
| 3M | +12.3% | +63.0% | -50.7% | +2.6% |
| 6M | +47.8% | +67.3% | -19.4% | +33.1% |
| YTD | +126.7% | -20.5% | +147.3% | +130.3% |
| 1Y | +105.4% | -9.6% | +115.0% | +103.6% |
| 3Y | +222.0% | -30.8% | +252.8% | +223.3% |
| 5Y | +449.8% | -75.6% | +525.5% | +556.8% |
| 10Y | +754.3% | +159.6% | +594.8% | +308.8% |
| All | +754.3% | +165.6% | +588.7% | +308.8% |
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