+19.7%
RGEN vs EPAM
-4.9%
+24.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.8% | +3.4% |
| 7D | -1.9% | +13.4% | -15.3% | -3.5% |
| 30D | +3.7% | +47.1% | -43.3% | -2.6% |
| 3M | +8.8% | +71.2% | -62.4% | -1.2% |
| 6M | +38.0% | +48.9% | -11.0% | +27.2% |
| YTD | +5.9% | -22.2% | +28.1% | +10.2% |
| 1Y | +19.7% | -5.2% | +24.8% | +27.4% |
| All | +19.7% | -4.9% | +24.6% | +27.4% |
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