+734.1%
VUG vs EPAM
+1,105.1%
-371.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +20.6% | -26.1% | -9.8% |
| 7D | -7.1% | +23.0% | -30.2% | -11.9% |
| 30D | -12.1% | +51.6% | -63.7% | -20.5% |
| 3M | -8.1% | +50.8% | -58.9% | -17.4% |
| 6M | -3.2% | +51.1% | -54.3% | -14.0% |
| YTD | +0.5% | -19.1% | +19.6% | +2.0% |
| 1Y | -0.7% | +3.0% | -3.7% | -5.0% |
| 3Y | +77.1% | -31.2% | +108.3% | +79.2% |
| 5Y | +56.2% | -76.5% | +132.7% | +89.4% |
| 10Y | +394.1% | +168.4% | +225.7% | +238.5% |
| All | +734.1% | +1,105.1% | -371.0% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling