+557.4%
VRTX vs EPAM
+170.1%
+387.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.5% |
| 7D | -2.1% | +13.4% | -15.5% | -4.4% |
| 30D | +8.2% | +47.1% | -38.9% | +1.1% |
| 3M | +13.0% | +71.2% | -58.1% | +2.9% |
| 6M | +27.9% | +48.9% | -21.0% | +18.0% |
| YTD | +20.7% | -22.2% | +42.9% | +23.2% |
| 1Y | +31.4% | -5.2% | +36.6% | +29.6% |
| 3Y | +41.8% | -34.9% | +76.8% | +44.5% |
| 5Y | +183.7% | -77.4% | +261.1% | +249.8% |
| All | +557.4% | +170.1% | +387.3% | +173.6% |
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