+1,164.9%
VST vs EPAM
+157.4%
+1,007.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +6.6% | +2.4% | +4.2% | +6.3% |
| 30D | -12.4% | +42.3% | -54.7% | -16.5% |
| 3M | -9.0% | +60.7% | -69.7% | -14.9% |
| 6M | -6.4% | +80.5% | -86.9% | -14.9% |
| YTD | -17.2% | -20.4% | +3.2% | -15.7% |
| 1Y | -22.0% | -9.6% | -12.4% | -22.3% |
| 3Y | +296.7% | -30.5% | +327.1% | +301.0% |
| 5Y | +637.6% | -75.7% | +713.3% | +748.6% |
| All | +1,164.9% | +157.4% | +1,007.5% | +735.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling