+138.2%
VSH vs EPAM
+165.6%
-27.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.0% |
| 7D | +12.8% | +18.5% | -5.8% | +6.5% |
| 30D | -9.0% | +44.0% | -53.1% | -18.8% |
| 3M | -12.2% | +63.0% | -75.2% | -24.9% |
| 6M | -15.9% | +67.3% | -83.2% | -30.8% |
| YTD | +103.2% | -20.5% | +123.8% | +106.7% |
| 1Y | +108.4% | -9.6% | +118.1% | +103.1% |
| 3Y | +41.6% | -30.8% | +72.4% | +44.4% |
| 5Y | +54.6% | -75.6% | +130.2% | +105.2% |
| 10Y | +138.2% | +159.6% | -21.4% | -1.0% |
| All | +138.2% | +165.6% | -27.4% | -1.0% |
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 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