+175.2%
VNQ vs EPAM
+1,084.1%
-908.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.0% | +18.5% | -19.6% | -4.0% |
| 30D | +6.2% | +44.0% | -37.8% | -0.3% |
| 3M | +1.5% | +63.0% | -61.4% | -6.7% |
| 6M | +2.1% | +67.3% | -65.1% | -7.4% |
| YTD | +12.8% | -20.5% | +33.3% | +14.3% |
| 1Y | +10.4% | -9.6% | +20.0% | +9.5% |
| 3Y | +44.4% | -30.8% | +75.2% | +45.4% |
| 5Y | +7.4% | -75.6% | +83.0% | +21.9% |
| 10Y | +84.0% | +159.6% | -75.6% | +40.7% |
| All | +175.2% | +1,084.1% | -908.9% | +85.3% |
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