+87.6%
VTR vs EPAM
+65.2%
+22.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.7% | +18.4% | -22.1% | -6.5% |
| 3M | +13.5% | +19.2% | -5.7% | +9.3% |
| 6M | +7.2% | -21.0% | +28.1% | +10.3% |
| YTD | +17.6% | -43.7% | +61.3% | +27.2% |
| 1Y | +35.4% | -29.9% | +65.3% | +40.0% |
| 3Y | +132.8% | -56.5% | +189.4% | +155.4% |
| 5Y | +88.7% | -81.7% | +170.3% | +135.6% |
| 10Y | +87.6% | +64.5% | +23.1% | +26.7% |
| All | +87.6% | +65.2% | +22.4% | +26.7% |
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