-7.7%
VTRS vs EPAM
+751.2%
-758.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | +3.3% | +2.0% | +1.4% | +2.8% |
| 30D | -3.6% | +6.5% | -10.2% | -5.3% |
| 3M | +7.0% | +19.9% | -13.0% | +1.7% |
| 6M | +17.5% | -16.9% | +34.4% | +20.9% |
| YTD | +38.8% | -42.9% | +81.7% | +54.4% |
| 1Y | +69.2% | -30.4% | +99.6% | +78.5% |
| 3Y | +77.5% | -54.7% | +132.2% | +101.2% |
| 5Y | +39.9% | -81.8% | +121.7% | +79.7% |
| 10Y | -47.1% | +65.5% | -112.6% | -60.3% |
| All | -7.7% | +751.2% | -758.9% | -43.9% |
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