+54.8%
VEEV vs EPAM
-33.7%
+88.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.0% |
| 7D | -2.9% | +13.4% | -16.3% | -6.8% |
| 30D | +7.5% | +47.1% | -39.6% | -4.3% |
| 3M | +39.5% | +71.2% | -31.7% | +19.0% |
| 6M | +81.5% | +48.9% | +32.6% | +58.6% |
| YTD | +36.1% | -22.2% | +58.3% | +37.7% |
| 1Y | +4.3% | -5.2% | +9.5% | +1.1% |
| 3Y | +54.8% | -34.9% | +89.8% | +34.2% |
| All | +54.8% | -33.7% | +88.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling