+152.5%
VTR vs EPAM
+1,093.7%
-941.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +0.3% |
| 7D | +3.8% | +18.8% | -15.0% | +1.0% |
| 30D | +10.1% | +44.9% | -34.8% | +4.1% |
| 3M | -1.2% | +68.6% | -69.7% | -8.8% |
| 6M | +4.8% | +65.4% | -60.7% | -3.8% |
| YTD | +18.9% | -19.9% | +38.8% | +20.2% |
| 1Y | +21.8% | -10.0% | +31.9% | +20.9% |
| 3Y | +132.0% | -30.3% | +162.2% | +132.6% |
| 5Y | +94.7% | -75.7% | +170.3% | +119.9% |
| 10Y | +136.8% | +167.2% | -30.4% | +83.2% |
| All | +152.5% | +1,093.7% | -941.2% | +71.1% |
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