+474.5%
VRTX vs EPAM
+168.6%
+305.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.3% |
| 7D | +3.2% | +18.8% | -15.6% | 0.0% |
| 30D | +7.4% | +44.9% | -37.5% | +0.7% |
| 3M | +4.6% | +68.6% | -64.0% | -4.6% |
| 6M | +27.5% | +65.4% | -37.9% | +15.6% |
| YTD | +20.9% | -19.9% | +40.7% | +22.8% |
| 1Y | +30.1% | -10.0% | +40.1% | +29.5% |
| 3Y | +46.6% | -30.3% | +76.9% | +47.5% |
| 5Y | +191.6% | -75.7% | +267.2% | +251.7% |
| 10Y | +474.5% | +167.2% | +307.4% | +140.0% |
| All | +474.5% | +168.6% | +305.9% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling