+112.9%
EPAM vs RACE
+670.3%
-557.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -2.3% | +23.0% | +21.8% |
| 7D | +23.0% | +5.7% | +17.4% | +19.0% |
| 30D | +51.6% | +9.3% | +42.3% | +44.2% |
| 3M | +50.8% | +3.8% | +47.0% | +47.1% |
| 6M | +51.1% | +29.8% | +21.3% | +29.7% |
| YTD | -19.1% | +15.6% | -34.7% | -27.4% |
| 1Y | +3.0% | +5.1% | -2.1% | -2.8% |
| 3Y | -31.2% | +30.8% | -61.9% | -46.3% |
| 5Y | -76.5% | +67.4% | -143.9% | -84.4% |
| 10Y | +168.4% | +793.6% | -625.2% | +1.1% |
| All | +112.9% | +670.3% | -557.4% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling