+1,375.0%
VRTX vs EPAM
+1,105.1%
+269.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +20.6% | -21.8% | -4.7% |
| 7D | +0.5% | +23.0% | -22.6% | -3.4% |
| 30D | +8.0% | +51.6% | -43.6% | 0.0% |
| 3M | +11.9% | +50.8% | -38.9% | +3.3% |
| 6M | +27.8% | +51.1% | -23.3% | +17.1% |
| YTD | +19.7% | -19.1% | +38.8% | +21.4% |
| 1Y | +30.1% | +3.0% | +27.1% | +26.2% |
| 3Y | +44.2% | -31.2% | +75.4% | +45.4% |
| 5Y | +181.3% | -76.5% | +257.8% | +228.7% |
| 10Y | +587.1% | +168.4% | +418.6% | +308.4% |
| All | +1,375.0% | +1,105.1% | +269.9% | +605.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling