-77.8%
EPAM vs RACE
+65.0%
-142.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.0% |
| 7D | +13.4% | +5.1% | +8.3% | +9.7% |
| 30D | +47.1% | +7.7% | +39.4% | +40.4% |
| 3M | +71.2% | +2.2% | +69.0% | +68.1% |
| 6M | +48.9% | +23.8% | +25.2% | +29.4% |
| YTD | -22.2% | +13.9% | -36.1% | -30.4% |
| 1Y | -5.2% | +3.8% | -8.9% | -9.9% |
| 3Y | -34.9% | +28.0% | -63.0% | -55.5% |
| All | -77.8% | +65.0% | -142.8% | -89.5% |
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