+500.1%
VST vs EPAM
-77.2%
+577.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +20.6% | -26.8% | -7.6% |
| 7D | -19.9% | +23.0% | -42.9% | -21.3% |
| 30D | -29.7% | +51.6% | -81.3% | -32.1% |
| 3M | -19.6% | +50.8% | -70.4% | -22.5% |
| 6M | -29.4% | +51.1% | -80.5% | -32.2% |
| YTD | -29.7% | -19.1% | -10.6% | -28.1% |
| 1Y | -40.0% | +3.0% | -43.0% | -40.5% |
| 3Y | +231.0% | -31.2% | +262.1% | +236.1% |
| 5Y | +500.1% | -76.5% | +576.6% | +529.9% |
| All | +500.1% | -77.2% | +577.2% | +529.9% |
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 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