+177.4%
VZ vs EPAM
+751.2%
-573.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | +7.9% | +6.5% | +1.4% | +7.4% |
| 3M | +13.6% | +19.9% | -6.3% | +12.3% |
| 6M | +1.1% | -16.9% | +18.0% | +1.7% |
| YTD | +29.3% | -42.9% | +72.2% | +32.3% |
| 1Y | +21.2% | -30.4% | +51.6% | +22.5% |
| 3Y | +75.9% | -54.7% | +130.6% | +80.2% |
| 5Y | +24.1% | -81.8% | +105.9% | +31.8% |
| 10Y | +62.4% | +65.5% | -3.1% | +43.1% |
| All | +177.4% | +751.2% | -573.8% | +131.9% |
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