+77.7%
VUG vs EPAM
-33.7%
+111.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.3% |
| 7D | -3.4% | +13.4% | -16.8% | -4.8% |
| 30D | -11.1% | +47.1% | -58.2% | -15.2% |
| 3M | -7.2% | +71.2% | -78.4% | -13.5% |
| 6M | -4.1% | +48.9% | -53.1% | -9.3% |
| YTD | +1.4% | -22.2% | +23.6% | +6.5% |
| 1Y | +1.9% | -5.2% | +7.1% | +3.0% |
| 3Y | +77.7% | -34.9% | +112.7% | +83.6% |
| All | +77.7% | -33.7% | +111.5% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling