+32.1%
VSH vs EPAM
-30.1%
+62.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.2% |
| 7D | +14.3% | +2.4% | +11.9% | +14.2% |
| 30D | -7.9% | +42.3% | -50.2% | -11.4% |
| 3M | -19.9% | +60.7% | -80.5% | -24.6% |
| 6M | -30.5% | +80.5% | -111.0% | -37.2% |
| YTD | +85.7% | -20.4% | +106.0% | +113.7% |
| 1Y | +98.9% | -9.6% | +108.5% | +117.4% |
| 3Y | +32.1% | -30.5% | +62.6% | +31.9% |
| All | +32.1% | -30.1% | +62.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling