+170.0%
VNQ vs EPAM
+751.2%
-581.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.3% | +2.0% | -3.2% | -1.6% |
| 30D | -2.9% | +6.5% | -9.5% | -4.2% |
| 3M | +0.8% | +19.9% | -19.1% | -2.8% |
| 6M | +2.5% | -16.9% | +19.4% | +4.4% |
| YTD | +10.6% | -42.9% | +53.5% | +18.9% |
| 1Y | +9.1% | -30.4% | +39.4% | +13.1% |
| 3Y | +31.0% | -54.7% | +85.8% | +42.1% |
| 5Y | +4.9% | -81.8% | +86.7% | +25.1% |
| 10Y | +59.5% | +65.5% | -6.0% | +30.8% |
| All | +170.0% | +751.2% | -581.2% | +92.8% |
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