+171.7%
VSH vs EPAM
+66.7%
+105.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.1% |
| 7D | +4.1% | +2.0% | +2.1% | +3.5% |
| 30D | -4.2% | +6.5% | -10.7% | -6.4% |
| 3M | -50.0% | +19.9% | -69.9% | -53.7% |
| 6M | +80.2% | -16.9% | +97.1% | +84.2% |
| YTD | +121.1% | -42.9% | +164.0% | +151.0% |
| 1Y | +112.0% | -30.4% | +142.4% | +124.4% |
| 3Y | +22.5% | -54.7% | +77.3% | +43.4% |
| 5Y | +64.0% | -81.8% | +145.9% | +135.9% |
| All | +171.7% | +66.7% | +105.1% | +29.3% |
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