+42.5%
VTRS vs EPAM
-81.8%
+124.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -3.0% |
| 30D | +2.1% | +17.8% | -15.7% | -1.7% |
| 3M | +2.6% | +19.9% | -17.3% | -2.1% |
| 6M | +17.8% | -21.6% | +39.4% | +22.7% |
| YTD | +35.7% | -44.0% | +79.7% | +51.0% |
| 1Y | +63.5% | -30.5% | +94.0% | +72.1% |
| 3Y | +85.1% | -56.8% | +141.9% | +110.1% |
| 5Y | +42.5% | -81.7% | +124.2% | +69.1% |
| All | +42.5% | -81.8% | +124.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling