+262.4%
VST vs EPAM
-33.7%
+296.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.9% | +14.4% | +10.7% |
| 7D | -9.8% | +13.4% | -23.2% | -10.4% |
| 30D | -25.1% | +47.1% | -72.2% | -27.2% |
| 3M | -11.6% | +71.2% | -82.8% | -15.4% |
| 6M | -20.9% | +48.9% | -69.8% | -23.4% |
| YTD | -22.3% | -22.2% | -0.1% | -16.7% |
| 1Y | -32.0% | -5.2% | -26.8% | -30.3% |
| 3Y | +262.4% | -34.9% | +297.3% | +272.1% |
| All | +262.4% | -33.7% | +296.1% | +272.1% |
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