+31.4%
VRTX vs EPAM
-4.9%
+36.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | -2.1% | +13.4% | -15.5% | -3.3% |
| 30D | +8.2% | +47.1% | -38.9% | +4.2% |
| 3M | +13.0% | +71.2% | -58.1% | +7.2% |
| 6M | +27.9% | +48.9% | -21.0% | +22.1% |
| YTD | +20.7% | -22.2% | +42.9% | +26.1% |
| 1Y | +31.4% | -5.2% | +36.6% | +29.5% |
| All | +31.4% | -4.9% | +36.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling