+153.4%
VMC vs EPAM
+66.7%
+86.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -4.3% | +2.0% | -6.3% | -4.7% |
| 30D | -8.2% | +6.5% | -14.8% | -9.5% |
| 3M | -7.0% | +19.9% | -27.0% | -10.6% |
| 6M | -10.8% | -16.9% | +6.2% | -8.8% |
| YTD | -7.4% | -42.9% | +35.5% | +0.3% |
| 1Y | -9.5% | -30.4% | +20.9% | -5.8% |
| 3Y | +20.5% | -54.7% | +75.2% | +31.9% |
| 5Y | +51.6% | -81.8% | +133.4% | +89.1% |
| All | +153.4% | +66.7% | +86.8% | +58.8% |
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 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