+771.2%
VRSN vs EPAM
+1,091.5%
-320.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +3.6% | +41.8% | -38.3% | -4.0% |
| 3M | +10.8% | +63.4% | -52.6% | -0.4% |
| 6M | +9.9% | +72.2% | -62.3% | -3.1% |
| YTD | +29.8% | -20.0% | +49.9% | +32.0% |
| 1Y | +26.3% | -9.0% | +35.3% | +25.0% |
| 3Y | +53.5% | -30.4% | +83.9% | +54.2% |
| 5Y | +34.8% | -75.6% | +110.4% | +59.0% |
| 10Y | +291.0% | +161.2% | +129.9% | +167.6% |
| All | +771.2% | +1,091.5% | -320.3% | +424.4% |
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