-46.3%
VXX vs EPAM
-24.0%
-22.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -3.8% |
| 7D | +2.0% | +0.7% | +1.2% | +2.1% |
| 30D | -7.1% | +17.6% | -24.7% | -4.8% |
| 3M | -28.6% | +27.1% | -55.7% | -25.8% |
| 6M | -44.0% | -17.0% | -27.0% | -49.4% |
| YTD | -31.7% | -42.4% | +10.7% | -47.0% |
| 1Y | -46.3% | -25.3% | -21.0% | -46.1% |
| All | -46.3% | -24.0% | -22.4% | -46.1% |
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