+582.3%
VMC vs EPAM
+1,058.6%
-476.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.3% |
| 7D | +0.5% | +13.4% | -12.9% | -2.0% |
| 30D | +15.8% | +47.1% | -31.3% | +7.9% |
| 3M | +0.6% | +71.2% | -70.6% | -8.9% |
| 6M | -4.0% | +48.9% | -53.0% | -11.8% |
| YTD | -0.3% | -22.2% | +21.9% | +1.5% |
| 1Y | -0.5% | -5.2% | +4.7% | -2.3% |
| 3Y | +39.6% | -34.9% | +74.5% | +42.3% |
| 5Y | +50.1% | -77.4% | +127.5% | +74.7% |
| 10Y | +163.9% | +158.1% | +5.9% | +80.6% |
| All | +582.3% | +1,058.6% | -476.3% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling