-50.0%
VTRS vs EPAM
+74.2%
-124.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | +3.3% | +17.6% | -14.3% | -1.0% |
| 3M | +2.0% | +27.1% | -25.1% | -4.9% |
| 6M | +19.9% | -17.0% | +36.9% | +23.9% |
| YTD | +35.7% | -42.4% | +78.2% | +52.3% |
| 1Y | +68.1% | -25.3% | +93.4% | +74.9% |
| 3Y | +87.1% | -55.7% | +142.8% | +115.8% |
| 5Y | +47.6% | -81.2% | +128.8% | +95.5% |
| All | -50.0% | +74.2% | -124.2% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling