+113.3%
VSH vs EPAM
+1,105.1%
-991.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +20.6% | -35.4% | -19.6% |
| 7D | -25.2% | +23.0% | -48.2% | -29.9% |
| 30D | -41.8% | +51.6% | -93.4% | -48.4% |
| 3M | -33.4% | +50.8% | -84.2% | -41.5% |
| 6M | -31.0% | +51.1% | -82.2% | -40.9% |
| YTD | +53.6% | -19.1% | +72.7% | +54.3% |
| 1Y | +46.3% | +3.0% | +43.3% | +36.6% |
| 3Y | -1.0% | -31.2% | +30.2% | +0.7% |
| 5Y | +18.6% | -76.5% | +95.1% | +48.1% |
| 10Y | +91.7% | +168.4% | -76.8% | +13.3% |
| All | +113.3% | +1,105.1% | -991.8% | -5.9% |
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 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