-6.0%
VSAT vs EPAM
+168.6%
-174.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.3% |
| 7D | -0.5% | +18.8% | -19.3% | -5.1% |
| 30D | +4.0% | +44.9% | -41.0% | -5.4% |
| 3M | -11.8% | +68.6% | -80.3% | -22.9% |
| 6M | +6.9% | +65.4% | -58.5% | -8.0% |
| YTD | +117.2% | -19.9% | +137.1% | +121.9% |
| 1Y | +102.4% | -10.0% | +112.4% | +100.8% |
| 3Y | +295.5% | -30.3% | +325.7% | +305.4% |
| 5Y | +37.0% | -75.7% | +112.7% | +73.9% |
| 10Y | -6.0% | +167.2% | -173.2% | -50.1% |
| All | -6.0% | +168.6% | -174.7% | -50.1% |
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