+769.3%
VST vs EPAM
-81.9%
+851.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.7% |
| 7D | +8.9% | +2.0% | +7.0% | +8.7% |
| 30D | +6.2% | +6.5% | -0.3% | +5.4% |
| 3M | -2.7% | +19.9% | -22.7% | -4.9% |
| 6M | -8.4% | -16.9% | +8.6% | -6.9% |
| YTD | -7.2% | -42.9% | +35.7% | -2.1% |
| 1Y | -20.9% | -30.4% | +9.5% | -18.8% |
| 3Y | +384.0% | -54.7% | +438.7% | +409.3% |
| All | +769.3% | -81.9% | +851.2% | +798.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling