+125.7%
VMC vs EPAM
+157.4%
-31.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | +15.5% | +42.3% | -26.9% | +8.1% |
| 3M | +0.6% | +60.7% | -60.1% | -8.0% |
| 6M | +2.1% | +80.5% | -78.4% | -9.4% |
| YTD | -1.6% | -20.4% | +18.8% | 0.0% |
| 1Y | -1.2% | -9.6% | +8.4% | -2.0% |
| 3Y | +35.3% | -30.5% | +65.8% | +36.5% |
| 5Y | +43.6% | -75.7% | +119.3% | +70.5% |
| All | +125.7% | +157.4% | -31.7% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling