+546.5%
VEEV vs EPAM
+63.0%
+483.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -7.1% | -2.2% | -4.9% | -6.3% |
| 30D | +11.1% | +17.8% | -6.7% | +5.0% |
| 3M | +55.5% | +19.9% | +35.6% | +44.3% |
| 6M | +33.4% | -21.6% | +54.9% | +43.5% |
| YTD | +16.8% | -44.0% | +60.9% | +39.9% |
| 1Y | -7.7% | -30.5% | +22.8% | +1.7% |
| 3Y | +18.4% | -56.8% | +75.2% | +45.8% |
| 5Y | -14.8% | -81.7% | +66.9% | +33.0% |
| 10Y | +546.5% | +68.4% | +478.1% | +172.7% |
| All | +546.5% | +63.0% | +483.5% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling