+767.4%
VRSN vs EPAM
+1,093.7%
-326.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +0.8% |
| 7D | -0.9% | +18.8% | -19.7% | -4.7% |
| 30D | +2.4% | +44.9% | -42.5% | -5.5% |
| 3M | +6.4% | +68.6% | -62.2% | -5.0% |
| 6M | +8.6% | +65.4% | -56.9% | -3.6% |
| YTD | +29.3% | -19.9% | +49.1% | +31.4% |
| 1Y | +27.2% | -10.0% | +37.2% | +26.1% |
| 3Y | +52.8% | -30.3% | +83.1% | +53.5% |
| 5Y | +36.7% | -75.7% | +112.4% | +61.5% |
| 10Y | +290.8% | +167.2% | +123.6% | +166.6% |
| All | +767.4% | +1,093.7% | -326.4% | +421.9% |
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 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