+13.8%
VRT vs EPAM
-15.2%
+29.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -13.1% |
| 7D | -15.4% | +0.8% | -16.2% | -15.1% |
| 30D | -19.0% | +24.9% | -43.9% | -13.2% |
| 3M | -23.8% | +22.6% | -46.4% | -18.4% |
| 6M | -37.9% | +24.2% | -62.1% | -28.2% |
| YTD | +27.0% | -33.0% | +59.9% | +36.6% |
| 1Y | +13.8% | -13.3% | +27.1% | +10.4% |
| All | +13.8% | -15.2% | +29.0% | +10.4% |
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 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