-25.8%
VRSK vs EPAM
-57.0%
+31.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | -5.4% | -2.2% | -3.3% | -5.1% |
| 30D | -1.8% | +17.8% | -19.5% | -3.9% |
| 3M | -2.2% | +19.9% | -22.1% | -5.2% |
| 6M | -14.9% | -21.6% | +6.7% | -14.4% |
| YTD | -20.0% | -44.0% | +24.0% | -17.5% |
| 1Y | -33.1% | -30.5% | -2.6% | -32.0% |
| All | -25.8% | -57.0% | +31.2% | -23.9% |
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