+67.2%
VSAT vs EPAM
+751.2%
-684.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +5.5% |
| 7D | +11.8% | +2.0% | +9.8% | +11.3% |
| 30D | -7.0% | +6.5% | -13.6% | -8.9% |
| 3M | +3.3% | +19.9% | -16.7% | -2.5% |
| 6M | +57.4% | -16.9% | +74.4% | +61.1% |
| YTD | +118.6% | -42.9% | +161.4% | +142.7% |
| 1Y | +150.2% | -30.4% | +180.6% | +164.4% |
| 3Y | +160.7% | -54.7% | +215.4% | +196.6% |
| 5Y | +51.2% | -81.8% | +133.0% | +95.9% |
| 10Y | -0.7% | +65.5% | -66.1% | -30.2% |
| All | +67.2% | +751.2% | -684.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling