+640.3%
VEEV vs EPAM
+209.5%
+430.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | -0.6% | +2.0% | -2.5% | -1.2% |
| 30D | +28.8% | +6.5% | +22.3% | +25.4% |
| 3M | +54.0% | +19.9% | +34.1% | +43.3% |
| 6M | +46.0% | -16.9% | +62.9% | +53.6% |
| YTD | +23.2% | -42.9% | +66.1% | +45.5% |
| 1Y | +1.9% | -30.4% | +32.2% | +11.8% |
| 3Y | +27.0% | -54.7% | +81.8% | +52.7% |
| 5Y | -13.4% | -81.8% | +68.4% | +29.4% |
| 10Y | +575.2% | +65.5% | +509.8% | +310.5% |
| All | +640.3% | +209.5% | +430.7% | +345.0% |
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