-16.0%
VSAT vs EPAM
+157.4%
-173.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | +5.9% | +2.4% | +3.5% | +5.3% |
| 30D | +9.7% | +42.3% | -32.6% | +0.2% |
| 3M | -18.3% | +60.7% | -79.0% | -27.8% |
| 6M | -4.1% | +80.5% | -84.5% | -19.2% |
| YTD | +96.5% | -20.4% | +116.9% | +101.0% |
| 1Y | +89.3% | -9.6% | +98.9% | +87.5% |
| 3Y | +270.1% | -30.5% | +300.5% | +279.6% |
| 5Y | +26.4% | -75.7% | +102.1% | +60.2% |
| All | -16.0% | +157.4% | -173.3% | -54.6% |
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