+5.5%
VNQ vs EPAM
-81.7%
+87.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -2.5% | +18.4% | -20.9% | -4.6% |
| 3M | +1.4% | +19.2% | -17.9% | -1.3% |
| 6M | +4.6% | -21.0% | +25.5% | +6.8% |
| YTD | +10.5% | -43.7% | +54.3% | +17.1% |
| 1Y | +8.4% | -29.9% | +38.3% | +11.3% |
| 3Y | +32.4% | -56.5% | +89.0% | +41.5% |
| 5Y | +5.5% | -81.7% | +87.2% | +19.1% |
| All | +5.5% | -81.7% | +87.2% | +19.1% |
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 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