+98.9%
VSH vs EPAM
-8.3%
+107.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.4% |
| 7D | +14.3% | +2.4% | +11.9% | +15.4% |
| 30D | -7.9% | +42.3% | -50.2% | +5.0% |
| 3M | -19.9% | +60.7% | -80.5% | -5.3% |
| 6M | -30.5% | +80.5% | -111.0% | -12.2% |
| YTD | +85.7% | -20.4% | +106.0% | +141.1% |
| 1Y | +98.9% | -9.6% | +108.5% | +97.4% |
| All | +98.9% | -8.3% | +107.2% | +97.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling