-11.6%
VSAT vs EPAM
+158.4%
-170.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.3% |
| 7D | +20.0% | -1.1% | +21.1% | +20.1% |
| 30D | +6.5% | +41.8% | -35.4% | -2.6% |
| 3M | -18.3% | +63.4% | -81.7% | -28.1% |
| 6M | +0.4% | +72.2% | -71.8% | -14.5% |
| YTD | +106.7% | -20.0% | +126.8% | +111.3% |
| 1Y | +89.9% | -9.0% | +98.9% | +87.8% |
| 3Y | +276.3% | -30.4% | +306.7% | +286.0% |
| 5Y | +32.9% | -75.6% | +108.5% | +68.4% |
| All | -11.6% | +158.4% | -170.0% | -52.3% |
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 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