-9.5%
VMC vs EPAM
-32.1%
+22.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -4.3% | +2.0% | -6.3% | -4.4% |
| 30D | -8.2% | +6.5% | -14.8% | -8.6% |
| 3M | -7.0% | +19.9% | -27.0% | -7.7% |
| 6M | -10.8% | -16.9% | +6.2% | -10.7% |
| YTD | -7.4% | -42.9% | +35.5% | -6.4% |
| 1Y | -9.5% | -30.4% | +20.9% | -10.7% |
| All | -9.5% | -32.1% | +22.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling