+164.5%
EPAM vs RACE
+717.8%
-553.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | +1.1% |
| 30D | +41.8% | +3.5% | +38.3% | +38.3% |
| 3M | +63.4% | -0.4% | +63.8% | +62.6% |
| 6M | +72.2% | +23.2% | +49.0% | +50.0% |
| YTD | -20.0% | +11.0% | -31.0% | -27.4% |
| 1Y | -9.0% | -2.2% | -6.8% | -10.9% |
| 3Y | -30.4% | +22.5% | -52.9% | -45.7% |
| 5Y | -75.6% | +63.2% | -138.8% | -84.7% |
| All | +164.5% | +717.8% | -553.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling