+157.7%
EPAM vs RACE
+738.3%
-580.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.9% |
| 7D | +9.1% | +3.9% | +5.1% | +6.2% |
| 30D | +38.5% | +7.4% | +31.0% | +32.4% |
| 3M | +61.0% | +1.6% | +59.3% | +58.5% |
| 6M | +58.0% | +23.3% | +34.7% | +37.8% |
| YTD | -23.5% | +14.7% | -38.1% | -31.8% |
| 1Y | -10.5% | +2.5% | -13.1% | -14.8% |
| 3Y | -33.8% | +28.0% | -61.8% | -49.7% |
| 5Y | -78.1% | +69.8% | -147.9% | -86.5% |
| 10Y | +157.7% | +734.9% | -577.2% | -9.2% |
| All | +157.7% | +738.3% | -580.6% | -9.2% |
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