+14.9%
VSAT vs EPAM
-77.4%
+92.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.9% | +11.6% | +8.2% |
| 7D | -17.0% | +13.4% | -30.3% | -19.1% |
| 30D | -9.8% | +47.1% | -56.8% | -15.9% |
| 3M | -22.0% | +71.2% | -93.2% | -29.5% |
| 6M | -5.0% | +48.9% | -53.9% | -13.0% |
| YTD | +85.6% | -22.2% | +107.8% | +92.1% |
| 1Y | +80.2% | -5.2% | +85.4% | +79.2% |
| 3Y | +250.0% | -34.9% | +285.0% | +265.6% |
| All | +14.9% | -77.4% | +92.4% | +28.0% |
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