+2,416.2%
VLO vs EPAM
+1,058.6%
+1,357.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.7% |
| 7D | -13.3% | +13.4% | -26.7% | -15.6% |
| 30D | -18.3% | +47.1% | -65.4% | -24.0% |
| 3M | +14.3% | +71.2% | -56.8% | +3.4% |
| 6M | +47.6% | +48.9% | -1.3% | +35.3% |
| YTD | +116.0% | -22.2% | +138.2% | +120.0% |
| 1Y | +101.0% | -5.2% | +106.2% | +97.2% |
| 3Y | +199.0% | -34.9% | +234.0% | +203.9% |
| 5Y | +419.0% | -77.4% | +496.5% | +506.0% |
| 10Y | +778.2% | +158.1% | +620.1% | +436.0% |
| All | +2,416.2% | +1,058.6% | +1,357.6% | +948.8% |
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 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