+125.5%
VSH vs EPAM
+1,058.6%
-933.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +6.6% |
| 7D | -12.9% | +13.4% | -26.3% | -16.8% |
| 30D | -36.9% | +47.1% | -83.9% | -43.7% |
| 3M | -28.8% | +71.2% | -99.9% | -39.3% |
| 6M | -30.3% | +48.9% | -79.2% | -40.2% |
| YTD | +62.4% | -22.2% | +84.6% | +64.5% |
| 1Y | +62.5% | -5.2% | +67.7% | +55.2% |
| 3Y | +7.4% | -34.9% | +42.3% | +10.7% |
| 5Y | +25.4% | -77.4% | +102.8% | +57.9% |
| 10Y | +102.6% | +158.1% | -55.4% | +20.8% |
| All | +125.5% | +1,058.6% | -933.1% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling