+14.3%
RGEN vs EPAM
-29.8%
+44.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -3.7% |
| 7D | -1.2% | -1.1% | 0.0% | -1.0% |
| 30D | -5.1% | +41.8% | -46.9% | -14.2% |
| 3M | +0.5% | +63.4% | -62.9% | -13.2% |
| 6M | +46.6% | +72.2% | -25.6% | +22.2% |
| YTD | +1.6% | -20.0% | +21.7% | +6.7% |
| 1Y | +5.4% | -9.0% | +14.4% | +5.9% |
| All | +14.3% | -29.8% | +44.1% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling