+140.3%
RBRK vs EPAM
-52.8%
+193.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.0% |
| 30D | -8.3% | +14.6% | -22.9% | -12.7% |
| 3M | +24.7% | +23.1% | +1.6% | +13.5% |
| 6M | +58.9% | -19.5% | +78.4% | +71.0% |
| YTD | +16.3% | -44.1% | +60.4% | +42.2% |
| 1Y | +10.1% | -25.2% | +35.3% | +20.4% |
| All | +140.3% | -52.8% | +193.1% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling