+231.9%
VLO vs EPAM
-30.1%
+262.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +9.6% | +2.4% | +7.2% | +9.4% |
| 30D | -17.4% | +42.3% | -59.7% | -20.7% |
| 3M | +10.8% | +60.7% | -49.9% | +4.8% |
| 6M | +56.9% | +80.5% | -23.5% | +45.3% |
| YTD | +136.8% | -20.4% | +157.1% | +141.4% |
| 1Y | +120.7% | -9.6% | +130.3% | +120.6% |
| 3Y | +231.9% | -30.5% | +262.4% | +219.3% |
| All | +231.9% | -30.1% | +262.0% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling