+123.4%
VRT vs EPAM
-32.1%
+155.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.7% | +3.7% |
| 7D | +9.1% | +2.0% | +7.2% | +9.7% |
| 30D | +0.9% | +6.5% | -5.6% | +3.2% |
| 3M | -13.4% | +19.9% | -33.3% | -5.2% |
| 6M | +11.7% | -16.9% | +28.6% | +18.9% |
| YTD | +73.2% | -42.9% | +116.1% | +80.0% |
| 1Y | +123.4% | -30.4% | +153.8% | +128.3% |
| All | +123.4% | -32.1% | +155.5% | +128.3% |
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