+5.1%
VUG vs EPAM
-8.3%
+13.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.6% |
| 30D | -6.3% | +42.3% | -48.6% | -6.2% |
| 3M | -6.0% | +60.7% | -66.7% | -6.3% |
| 6M | -3.5% | +80.5% | -84.0% | -4.1% |
| YTD | +3.9% | -20.4% | +24.3% | +11.6% |
| 1Y | +5.1% | -9.6% | +14.7% | +7.2% |
| All | +5.1% | -8.3% | +13.4% | +7.2% |
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