-0.1%
VUG vs EPAM
-10.3%
+10.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.8% |
| 7D | -3.4% | +13.4% | -16.8% | -2.9% |
| 30D | -11.1% | +47.1% | -58.2% | -11.2% |
| 3M | -7.2% | +71.2% | -78.4% | -7.8% |
| 6M | -4.1% | +48.9% | -53.1% | -3.5% |
| YTD | +1.4% | -22.2% | +23.6% | +8.7% |
| All | -0.1% | -10.3% | +10.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling