+714.3%
VRSN vs EPAM
+751.2%
-36.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | -0.2% | +6.5% | -6.7% | -1.8% |
| 3M | -0.3% | +19.9% | -20.2% | -4.6% |
| 6M | +23.0% | -16.9% | +39.9% | +26.0% |
| YTD | +21.3% | -42.9% | +64.2% | +33.0% |
| 1Y | +6.7% | -30.4% | +37.1% | +11.8% |
| 3Y | +45.0% | -54.7% | +99.7% | +59.9% |
| 5Y | +35.0% | -81.8% | +116.8% | +69.4% |
| 10Y | +276.3% | +65.5% | +210.9% | +182.0% |
| All | +714.3% | +751.2% | -36.9% | +428.2% |
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 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