+148.1%
VTR vs EPAM
+1,058.6%
-910.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.2% |
| 7D | +4.7% | +13.4% | -8.7% | +2.5% |
| 30D | +10.9% | +47.1% | -36.2% | +4.6% |
| 3M | -3.2% | +71.2% | -74.4% | -10.9% |
| 6M | +3.7% | +48.9% | -45.3% | -3.4% |
| YTD | +16.8% | -22.2% | +39.0% | +18.6% |
| 1Y | +21.3% | -5.2% | +26.5% | +19.4% |
| 3Y | +119.0% | -34.9% | +154.0% | +122.1% |
| 5Y | +94.0% | -77.4% | +171.4% | +121.8% |
| 10Y | +112.3% | +158.1% | -45.8% | +65.0% |
| All | +148.1% | +1,058.6% | -910.5% | +68.9% |
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