+432.7%
VLO vs EPAM
-76.7%
+509.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.1% |
| 7D | -9.5% | +18.8% | -28.3% | -11.0% |
| 30D | -19.1% | +44.9% | -64.1% | -21.8% |
| 3M | +11.4% | +68.6% | -57.2% | +6.2% |
| 6M | +46.7% | +65.4% | -18.7% | +39.5% |
| YTD | +118.6% | -19.9% | +138.5% | +120.2% |
| 1Y | +99.9% | -10.0% | +109.9% | +99.2% |
| 3Y | +210.5% | -30.3% | +240.7% | +209.2% |
| 5Y | +432.7% | -75.7% | +508.3% | +445.9% |
| All | +432.7% | -76.7% | +509.4% | +445.9% |
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