+420.0%
VLO vs EPAM
-77.4%
+497.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.1% |
| 7D | -13.3% | +13.4% | -26.7% | -14.4% |
| 30D | -18.3% | +47.1% | -65.4% | -21.1% |
| 3M | +14.3% | +71.2% | -56.8% | +8.9% |
| 6M | +47.6% | +48.9% | -1.3% | +41.5% |
| YTD | +116.0% | -22.2% | +138.2% | +118.1% |
| 1Y | +101.0% | -5.2% | +106.2% | +99.3% |
| 3Y | +199.0% | -34.9% | +234.0% | +199.4% |
| All | +420.0% | -77.4% | +497.4% | +454.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling