+471.3%
VRTX vs EPAM
+66.7%
+404.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.7% |
| 7D | +0.8% | +2.0% | -1.1% | +0.5% |
| 30D | +12.6% | +6.5% | +6.1% | +11.1% |
| 3M | +23.6% | +19.9% | +3.7% | +19.1% |
| 6M | +14.3% | -16.9% | +31.2% | +16.6% |
| YTD | +20.5% | -42.9% | +63.3% | +30.2% |
| 1Y | +37.6% | -30.4% | +68.0% | +43.3% |
| 3Y | +55.5% | -54.7% | +110.3% | +69.1% |
| 5Y | +175.7% | -81.8% | +257.6% | +245.8% |
| All | +471.3% | +66.7% | +404.6% | +181.3% |
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 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