+122.8%
VTR vs EPAM
+158.4%
-35.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +6.9% | +41.8% | -34.9% | +0.5% |
| 3M | +1.3% | +63.4% | -62.0% | -7.2% |
| 6M | +2.5% | +72.2% | -69.7% | -7.9% |
| YTD | +18.0% | -20.0% | +38.0% | +19.8% |
| 1Y | +19.5% | -9.0% | +28.5% | +18.3% |
| 3Y | +130.2% | -30.4% | +160.6% | +131.0% |
| 5Y | +93.8% | -75.6% | +169.4% | +134.9% |
| All | +122.8% | +158.4% | -35.6% | +38.2% |
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