+121.2%
VSH vs EPAM
+168.6%
-47.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.2% | +0.3% |
| 7D | -1.6% | +18.8% | -20.4% | -7.1% |
| 30D | -21.3% | +44.9% | -66.2% | -29.9% |
| 3M | -18.9% | +68.6% | -87.5% | -31.3% |
| 6M | -21.4% | +65.4% | -86.8% | -35.1% |
| YTD | +86.8% | -19.9% | +106.7% | +89.7% |
| 1Y | +85.8% | -10.0% | +95.8% | +81.5% |
| 3Y | +30.1% | -30.3% | +60.4% | +32.5% |
| 5Y | +42.8% | -75.7% | +118.5% | +90.2% |
| 10Y | +121.2% | +167.2% | -46.0% | -8.7% |
| All | +121.2% | +168.6% | -47.4% | -8.7% |
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 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