+131.4%
VMC vs EPAM
+165.6%
-34.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.3% | +18.5% | -22.8% | -7.5% |
| 30D | +16.2% | +44.0% | -27.8% | +8.5% |
| 3M | -0.8% | +63.0% | -63.8% | -9.5% |
| 6M | +1.2% | +67.3% | -66.1% | -9.0% |
| YTD | +0.5% | -20.5% | +21.0% | +2.1% |
| 1Y | -2.9% | -9.6% | +6.7% | -3.7% |
| 3Y | +37.3% | -30.8% | +68.2% | +38.7% |
| 5Y | +48.8% | -75.6% | +124.4% | +76.5% |
| 10Y | +131.4% | +159.6% | -28.1% | +31.6% |
| All | +131.4% | +165.6% | -34.2% | +31.6% |
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