+99.4%
VTR vs EPAM
-77.4%
+176.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | 0.0% |
| 7D | +4.7% | +13.4% | -8.7% | +3.4% |
| 30D | +10.9% | +47.1% | -36.2% | +7.1% |
| 3M | -3.2% | +71.2% | -74.4% | -7.9% |
| 6M | +3.7% | +48.9% | -45.3% | -0.6% |
| YTD | +16.8% | -22.2% | +39.0% | +18.2% |
| 1Y | +21.3% | -5.2% | +26.5% | +20.2% |
| 3Y | +119.0% | -34.9% | +154.0% | +121.9% |
| All | +99.4% | -77.4% | +176.9% | +114.7% |
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 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