+47.9%
RCAT vs EPAM
-75.7%
+123.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -5.9% | +2.4% | -8.4% | -6.5% |
| 30D | -19.7% | +42.3% | -62.0% | -26.9% |
| 3M | -62.9% | +60.7% | -123.5% | -67.3% |
| 6M | -59.6% | +80.5% | -140.1% | -66.0% |
| YTD | -52.1% | -20.4% | -31.7% | -50.7% |
| 1Y | -50.9% | -9.6% | -41.3% | -51.1% |
| 3Y | +333.8% | -30.5% | +364.3% | +344.3% |
| All | +47.9% | -75.7% | +123.6% | +75.5% |
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 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