+38.7%
VSAT vs EPAM
-76.2%
+114.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +12.5% | +18.5% | -6.1% | +8.9% |
| 30D | +11.0% | +44.0% | -33.0% | +3.9% |
| 3M | -11.1% | +63.0% | -74.1% | -18.9% |
| 6M | +2.8% | +67.3% | -64.4% | -7.9% |
| YTD | +118.0% | -20.5% | +138.5% | +124.9% |
| 1Y | +97.1% | -9.6% | +106.7% | +98.2% |
| 3Y | +296.8% | -30.8% | +327.7% | +310.7% |
| 5Y | +38.7% | -75.6% | +114.3% | +55.2% |
| All | +38.7% | -76.2% | +114.9% | +55.2% |
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