+11.2%
RBRK vs EPAM
-24.0%
+35.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.5% |
| 7D | -7.5% | +0.7% | -8.2% | -7.7% |
| 30D | -10.4% | +17.6% | -28.0% | -15.0% |
| 3M | +21.3% | +27.1% | -5.8% | +10.2% |
| 6M | +50.6% | -17.0% | +67.6% | +64.3% |
| YTD | +13.3% | -42.4% | +55.7% | +42.0% |
| 1Y | +11.2% | -25.3% | +36.5% | +27.6% |
| All | +11.2% | -24.0% | +35.2% | +27.6% |
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