+33.2%
RBLX vs EPAM
-31.2%
+64.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -2.0% |
| 7D | +12.6% | +18.8% | -6.2% | +6.8% |
| 30D | +6.4% | +44.9% | -38.5% | -5.4% |
| 3M | +38.2% | +68.6% | -30.4% | +17.4% |
| 6M | +22.1% | +65.4% | -43.3% | +2.7% |
| YTD | -36.8% | -19.9% | -16.9% | -34.1% |
| 1Y | -51.4% | -10.0% | -41.4% | -51.3% |
| 3Y | +33.2% | -30.3% | +63.5% | +57.3% |
| All | +33.2% | -31.2% | +64.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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