+184.1%
VRTX vs EPAM
-81.9%
+266.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.9% |
| 7D | +0.8% | +2.0% | -1.1% | +0.7% |
| 30D | +12.6% | +6.5% | +6.1% | +12.0% |
| 3M | +23.6% | +19.9% | +3.7% | +21.6% |
| 6M | +14.3% | -16.9% | +31.2% | +15.2% |
| YTD | +20.5% | -42.9% | +63.3% | +24.6% |
| 1Y | +37.6% | -30.4% | +68.0% | +40.2% |
| 3Y | +55.5% | -54.7% | +110.3% | +60.7% |
| All | +184.1% | -81.9% | +266.0% | +206.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling