-78.1%
EPAM price history and return analytics
+57.4%
-135.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -5.1% |
| 7D | +9.1% | +0.4% | +8.7% | +6.9% |
| 30D | +38.5% | -2.6% | +41.1% | +41.4% |
| 3M | +61.0% | -3.2% | +64.2% | +65.6% |
| 6M | +58.0% | +0.9% | +57.1% | +50.2% |
| YTD | -23.5% | +11.3% | -34.8% | -38.4% |
| 1Y | -10.5% | +14.0% | -24.5% | -30.8% |
| 3Y | -33.8% | +75.8% | -109.7% | -76.5% |
| 5Y | -78.1% | +57.8% | -136.0% | -88.8% |
| All | -78.1% | +57.4% | -135.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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