-8.7%
VSAT vs EPAM
+170.1%
-178.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.9% | +11.6% | +8.5% |
| 7D | -17.0% | +13.4% | -30.3% | -20.0% |
| 30D | -9.8% | +47.1% | -56.8% | -18.2% |
| 3M | -22.0% | +71.2% | -93.2% | -32.1% |
| 6M | -5.0% | +48.9% | -53.9% | -16.2% |
| YTD | +85.6% | -22.2% | +107.8% | +90.9% |
| 1Y | +80.2% | -5.2% | +85.4% | +76.1% |
| 3Y | +250.0% | -34.9% | +285.0% | +264.6% |
| 5Y | -4.6% | -77.4% | +72.9% | +23.8% |
| All | -8.7% | +170.1% | -178.8% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling