+48.8%
VSAT vs EPAM
-81.9%
+130.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +5.4% |
| 7D | +11.8% | +2.0% | +9.8% | +11.4% |
| 30D | -7.0% | +6.5% | -13.6% | -8.4% |
| 3M | +3.3% | +19.9% | -16.7% | -1.0% |
| 6M | +57.4% | -16.9% | +74.4% | +61.3% |
| YTD | +118.6% | -42.9% | +161.4% | +139.7% |
| 1Y | +150.2% | -30.4% | +180.6% | +163.6% |
| 3Y | +160.7% | -54.7% | +215.4% | +190.7% |
| All | +48.8% | -81.9% | +130.7% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling