+1,387.5%
VRTX vs EPAM
+1,058.6%
+328.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.5% |
| 7D | -2.1% | +13.4% | -15.5% | -4.6% |
| 30D | +8.2% | +47.1% | -38.9% | +0.7% |
| 3M | +13.0% | +71.2% | -58.1% | +2.3% |
| 6M | +27.9% | +48.9% | -21.0% | +17.4% |
| YTD | +20.7% | -22.2% | +42.9% | +23.2% |
| 1Y | +31.4% | -5.2% | +36.6% | +29.4% |
| 3Y | +41.8% | -34.9% | +76.8% | +44.4% |
| 5Y | +183.7% | -77.4% | +261.1% | +233.7% |
| 10Y | +592.9% | +158.1% | +434.8% | +314.5% |
| All | +1,387.5% | +1,058.6% | +328.8% | +615.9% |
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 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