+150.8%
VTR vs EPAM
+751.2%
-600.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -1.7% | +2.0% | -3.6% | -2.0% |
| 30D | -2.4% | +6.5% | -9.0% | -3.6% |
| 3M | +14.8% | +19.9% | -5.1% | +11.1% |
| 6M | +5.3% | -16.9% | +22.3% | +7.1% |
| YTD | +18.1% | -42.9% | +61.0% | +25.9% |
| 1Y | +36.7% | -30.4% | +67.1% | +40.9% |
| 3Y | +130.1% | -54.7% | +184.8% | +147.0% |
| 5Y | +89.5% | -81.8% | +171.3% | +122.6% |
| 10Y | +87.4% | +65.5% | +21.9% | +54.4% |
| All | +150.8% | +751.2% | -600.4% | +79.3% |
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 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