+38.1%
VMC vs EPAM
-30.2%
+68.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -4.3% | +18.5% | -22.8% | -6.0% |
| 30D | +16.2% | +44.0% | -27.8% | +11.8% |
| 3M | -0.8% | +63.0% | -63.8% | -5.8% |
| 6M | +1.2% | +67.3% | -66.1% | -4.6% |
| YTD | +0.5% | -20.5% | +21.0% | +2.4% |
| 1Y | -2.9% | -9.6% | +6.7% | -2.8% |
| All | +38.1% | -30.2% | +68.3% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling