+63.9%
RBRK vs EPAM
-15.2%
+79.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -12.5% | +0.8% | -13.3% | -12.9% |
| 30D | -3.0% | +24.9% | -27.9% | -9.9% |
| 3M | +46.9% | +22.6% | +24.3% | +36.3% |
| 6M | +105.4% | +24.2% | +81.2% | +91.3% |
| YTD | +55.6% | -33.0% | +88.5% | +86.3% |
| 1Y | +63.9% | -13.3% | +77.2% | +63.5% |
| All | +63.9% | -15.2% | +79.1% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling