-32.2%
VTRS vs EPAM
+157.4%
-189.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +4.6% | +2.4% | +2.2% | +3.9% |
| 30D | +19.4% | +42.3% | -22.9% | +8.3% |
| 3M | +30.8% | +60.7% | -29.9% | +14.5% |
| 6M | +21.6% | +80.5% | -58.8% | +2.4% |
| YTD | +71.2% | -20.4% | +91.5% | +74.9% |
| 1Y | +97.6% | -9.6% | +107.2% | +95.0% |
| 3Y | +163.9% | -30.5% | +194.3% | +168.4% |
| 5Y | +82.1% | -75.7% | +157.8% | +125.6% |
| All | -32.2% | +157.4% | -189.6% | -61.6% |
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