+21.5%
VZ vs EPAM
-77.2%
+98.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +20.6% | -20.7% | -0.7% |
| 7D | +5.6% | +23.0% | -17.4% | +5.0% |
| 30D | +1.9% | +51.6% | -49.7% | +0.6% |
| 3M | +0.8% | +50.8% | -50.0% | -0.5% |
| 6M | +0.6% | +51.1% | -50.5% | -0.8% |
| YTD | +20.8% | -19.1% | +39.9% | +20.5% |
| 1Y | +23.9% | +3.0% | +21.0% | +22.7% |
| 3Y | +55.7% | -31.2% | +86.8% | +55.0% |
| 5Y | +21.5% | -76.5% | +98.0% | +19.8% |
| All | +21.5% | -77.2% | +98.7% | +19.8% |
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