+10.6%
VNQ vs EPAM
-9.2%
+19.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | +5.8% | +41.8% | -36.0% | +4.3% |
| 3M | 0.0% | +63.4% | -63.4% | -2.2% |
| 6M | +1.5% | +72.2% | -70.7% | -1.4% |
| YTD | +12.1% | -20.0% | +32.1% | +10.5% |
| 1Y | +10.6% | -9.0% | +19.6% | +7.7% |
| All | +10.6% | -9.2% | +19.8% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling