+54.8%
RCAT vs EPAM
-77.4%
+132.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -3.9% | +22.5% | +19.4% |
| 7D | -12.7% | +13.4% | -26.1% | -16.0% |
| 30D | -34.3% | +47.1% | -81.4% | -40.7% |
| 3M | -53.4% | +71.2% | -124.6% | -59.5% |
| 6M | -62.0% | +48.9% | -110.9% | -66.4% |
| YTD | -49.1% | -22.2% | -26.8% | -47.3% |
| 1Y | -53.1% | -5.2% | -48.0% | -53.9% |
| 3Y | +318.7% | -34.9% | +353.6% | +335.5% |
| All | +54.8% | -77.4% | +132.2% | +107.2% |
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