-81.3%
EPAM vs RACE
+93.6%
-174.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.3% |
| 7D | +2.0% | -2.5% | +4.5% | +3.5% |
| 30D | +6.5% | +0.8% | +5.8% | +6.1% |
| 3M | +19.9% | +17.2% | +2.8% | +8.7% |
| 6M | -16.9% | +13.6% | -30.5% | -24.0% |
| YTD | -42.9% | +12.2% | -55.1% | -48.0% |
| 1Y | -30.4% | -16.3% | -14.1% | -24.1% |
| 3Y | -54.7% | +36.4% | -91.2% | -70.9% |
| All | -81.3% | +93.6% | -174.9% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling