+2,451.0%
VLO vs EPAM
+1,105.1%
+1,345.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +20.6% | -24.5% | -7.3% |
| 7D | -8.7% | +23.0% | -31.7% | -12.3% |
| 30D | -16.2% | +51.6% | -67.8% | -22.5% |
| 3M | +16.2% | +50.8% | -34.7% | +7.1% |
| 6M | +39.8% | +51.1% | -11.4% | +27.9% |
| YTD | +119.0% | -19.1% | +138.1% | +121.5% |
| 1Y | +110.8% | +3.0% | +107.8% | +103.9% |
| 3Y | +201.7% | -31.2% | +232.8% | +203.6% |
| 5Y | +426.2% | -76.5% | +502.7% | +510.4% |
| 10Y | +790.3% | +168.4% | +621.9% | +439.9% |
| All | +2,451.0% | +1,105.1% | +1,345.9% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling