+470.4%
VRTX vs EPAM
+157.4%
+313.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +8.0% | +42.3% | -34.3% | +1.6% |
| 3M | +4.3% | +60.7% | -56.4% | -4.1% |
| 6M | +18.9% | +80.5% | -61.6% | +6.2% |
| YTD | +18.8% | -20.4% | +39.2% | +20.8% |
| 1Y | +24.0% | -9.6% | +33.6% | +23.3% |
| 3Y | +42.1% | -30.5% | +72.6% | +43.0% |
| 5Y | +187.6% | -75.7% | +263.3% | +246.8% |
| All | +470.4% | +157.4% | +313.1% | +127.9% |
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