+164.6%
VRSK vs EPAM
+157.4%
+7.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | +15.1% | +42.3% | -27.2% | +6.8% |
| 3M | +12.1% | +60.7% | -48.6% | +1.4% |
| 6M | +29.4% | +80.5% | -51.1% | +13.6% |
| YTD | -6.4% | -20.4% | +14.0% | -4.5% |
| 1Y | -3.6% | -9.6% | +6.0% | -4.1% |
| 3Y | -10.9% | -30.5% | +19.6% | -10.5% |
| 5Y | -0.5% | -75.7% | +75.2% | +22.5% |
| All | +164.6% | +157.4% | +7.2% | +42.1% |
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 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