+677.3%
VRT vs EPAM
-76.2%
+753.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | +0.5% | +18.5% | -18.1% | -3.4% |
| 30D | -13.7% | +44.0% | -57.8% | -20.4% |
| 3M | -26.7% | +63.0% | -89.7% | -34.4% |
| 6M | -43.8% | +67.3% | -111.1% | -51.2% |
| YTD | +27.6% | -20.5% | +48.1% | +32.0% |
| 1Y | +15.5% | -9.6% | +25.1% | +15.1% |
| 3Y | +395.6% | -30.8% | +426.4% | +406.8% |
| 5Y | +677.3% | -75.6% | +753.0% | +896.5% |
| All | +677.3% | -76.2% | +753.5% | +896.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling