+76.5%
VUG vs EPAM
-81.9%
+158.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | -0.3% | +6.5% | -6.8% | -1.7% |
| 3M | -0.7% | +19.9% | -20.6% | -4.7% |
| 6M | +14.6% | -16.9% | +31.6% | +17.3% |
| YTD | +9.0% | -42.9% | +51.9% | +18.9% |
| 1Y | +14.9% | -30.4% | +45.2% | +20.1% |
| 3Y | +86.0% | -54.7% | +140.8% | +104.5% |
| All | +76.5% | -81.9% | +158.4% | +119.6% |
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 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