+1,216.9%
VST vs EPAM
+72.3%
+1,144.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +8.9% | +2.0% | +7.0% | +8.6% |
| 30D | +6.2% | +6.5% | -0.3% | +5.0% |
| 3M | -2.7% | +19.9% | -22.7% | -5.9% |
| 6M | -8.4% | -16.9% | +8.6% | -6.8% |
| YTD | -7.2% | -42.9% | +35.7% | -0.9% |
| 1Y | -20.9% | -30.4% | +9.5% | -18.4% |
| 3Y | +384.0% | -54.7% | +438.7% | +419.7% |
| 5Y | +757.1% | -81.8% | +838.9% | +919.1% |
| All | +1,216.9% | +72.3% | +1,144.5% | +787.5% |
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