+62.5%
VSH vs EPAM
-4.9%
+67.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +4.3% |
| 7D | -12.9% | +13.4% | -26.3% | -7.3% |
| 30D | -36.9% | +47.1% | -83.9% | -27.8% |
| 3M | -28.8% | +71.2% | -99.9% | -15.2% |
| 6M | -30.3% | +48.9% | -79.2% | -13.6% |
| YTD | +62.4% | -22.2% | +84.6% | +108.4% |
| 1Y | +62.5% | -5.2% | +67.7% | +64.7% |
| All | +62.5% | -4.9% | +67.5% | +64.7% |
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 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