+159.4%
VZ vs EPAM
+899.0%
-739.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.1% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +2.3% | +24.9% | -22.7% | +1.0% |
| 3M | 0.0% | +22.6% | -22.6% | -1.3% |
| 6M | +0.2% | +24.2% | -24.0% | -1.3% |
| YTD | +20.9% | -33.0% | +53.9% | +22.5% |
| 1Y | +25.2% | -13.3% | +38.5% | +25.0% |
| 3Y | +55.9% | -42.9% | +98.8% | +57.5% |
| 5Y | +22.6% | -80.8% | +103.4% | +30.3% |
| 10Y | +68.6% | +122.5% | -53.9% | +46.1% |
| All | +159.4% | +899.0% | -739.6% | +114.8% |
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 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