+91.2%
VTR vs EPAM
-81.9%
+173.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | -1.7% | +2.0% | -3.6% | -1.8% |
| 30D | -2.4% | +6.5% | -9.0% | -3.1% |
| 3M | +14.8% | +19.9% | -5.1% | +12.6% |
| 6M | +5.3% | -16.9% | +22.3% | +6.4% |
| YTD | +18.1% | -42.9% | +61.0% | +22.7% |
| 1Y | +36.7% | -30.4% | +67.1% | +39.1% |
| 3Y | +130.1% | -54.7% | +184.8% | +140.7% |
| All | +91.2% | -81.9% | +173.1% | +97.3% |
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