-32.5%
VRSK vs EPAM
-29.6%
-2.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.7% | -4.5% | -3.3% | -6.7% |
| 30D | -2.8% | +14.6% | -17.5% | -5.9% |
| 3M | -3.7% | +23.1% | -26.8% | -9.6% |
| 6M | -12.8% | -19.5% | +6.7% | -12.8% |
| YTD | -21.0% | -44.1% | +23.1% | -16.6% |
| 1Y | -32.5% | -25.2% | -7.3% | -29.0% |
| All | -32.5% | -29.6% | -2.9% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling