-32.3%
EPAM vs RACE
+30.0%
-62.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -2.3% | +23.0% | +21.2% |
| 7D | +23.0% | +5.7% | +17.4% | +20.9% |
| 30D | +51.6% | +9.3% | +42.3% | +47.7% |
| 3M | +50.8% | +3.8% | +47.0% | +48.9% |
| 6M | +51.1% | +29.8% | +21.3% | +40.4% |
| YTD | -19.1% | +15.6% | -34.7% | -23.1% |
| 1Y | +3.0% | +5.1% | -2.1% | +0.9% |
| All | -32.3% | +30.0% | -62.4% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling