+43.6%
VMC vs EPAM
-75.7%
+119.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | +15.5% | +42.3% | -26.9% | +10.0% |
| 3M | +0.6% | +60.7% | -60.1% | -5.8% |
| 6M | +2.1% | +80.5% | -78.4% | -6.4% |
| YTD | -1.6% | -20.4% | +18.8% | -0.2% |
| 1Y | -1.2% | -9.6% | +8.4% | -1.6% |
| 3Y | +35.3% | -30.5% | +65.8% | +36.6% |
| All | +43.6% | -75.7% | +119.3% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling