+207.0%
VSH vs EPAM
+751.2%
-544.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.0% |
| 7D | +4.1% | +2.0% | +2.1% | +3.5% |
| 30D | -4.2% | +6.5% | -10.7% | -6.3% |
| 3M | -50.0% | +19.9% | -69.9% | -53.5% |
| 6M | +80.2% | -16.9% | +97.1% | +83.4% |
| YTD | +121.1% | -42.9% | +164.0% | +147.3% |
| 1Y | +112.0% | -30.4% | +142.4% | +122.8% |
| 3Y | +22.5% | -54.7% | +77.3% | +41.3% |
| 5Y | +64.0% | -81.8% | +145.9% | +119.9% |
| 10Y | +170.4% | +65.5% | +104.9% | +83.0% |
| All | +207.0% | +751.2% | -544.2% | +50.8% |
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