+63.9%
VUG vs EPAM
-75.8%
+139.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +4.4% | -1.1% | +5.5% | +4.5% |
| 30D | -7.3% | +41.8% | -49.2% | -13.0% |
| 3M | -4.2% | +63.4% | -67.6% | -12.5% |
| 6M | -1.6% | +72.2% | -73.8% | -11.8% |
| YTD | +4.9% | -20.0% | +24.9% | +7.3% |
| 1Y | +3.8% | -9.0% | +12.8% | +3.5% |
| 3Y | +79.4% | -30.4% | +109.8% | +81.9% |
| 5Y | +63.9% | -75.6% | +139.5% | +92.4% |
| All | +63.9% | -75.8% | +139.7% | +92.4% |
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